+64.2%
ADM vs TPR
+239.8%
-175.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -2.3% | +6.1% | +4.0% |
| 30D | +9.8% | -23.0% | +32.7% | +12.0% |
| 3M | +2.1% | -12.5% | +14.6% | +2.9% |
| 6M | +27.5% | -21.4% | +48.9% | +29.5% |
| YTD | +50.2% | -3.5% | +53.7% | +49.0% |
| 1Y | +40.6% | +17.4% | +23.2% | +36.1% |
| 3Y | +17.2% | +291.3% | -274.0% | -6.3% |
| All | +64.2% | +239.8% | -175.6% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling