+1,625.9%
ADM vs TPR
+7,380.8%
-5,754.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -2.3% | +6.1% | +4.3% |
| 30D | +9.8% | -23.0% | +32.7% | +15.5% |
| 3M | +2.1% | -12.5% | +14.6% | +4.3% |
| 6M | +27.5% | -21.4% | +48.9% | +32.3% |
| YTD | +50.2% | -3.5% | +53.7% | +48.5% |
| 1Y | +40.6% | +17.4% | +23.2% | +32.2% |
| 3Y | +17.2% | +291.3% | -274.0% | -19.4% |
| 5Y | +61.9% | +241.9% | -180.0% | +10.3% |
| 10Y | +159.3% | +322.7% | -163.4% | +49.7% |
| All | +1,625.9% | +7,380.8% | -5,754.9% | +509.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling