+6.6%
ADM vs TPR
+407.4%
-400.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -9.0% | +14.2% | -23.2% | -9.3% |
| 30D | -14.0% | +17.1% | -31.1% | -14.3% |
| 3M | -9.2% | -17.7% | +8.6% | -8.7% |
| 6M | -9.2% | -10.2% | +1.0% | -8.9% |
| YTD | +24.2% | +4.9% | +19.3% | +23.2% |
| 1Y | +27.0% | +36.1% | -9.2% | +23.9% |
| 3Y | +6.6% | +416.5% | -409.9% | -15.5% |
| All | +6.6% | +407.4% | -400.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling