+1,346.6%
ADM vs TPR
+8,066.7%
-6,720.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.7% |
| 7D | +0.1% | +6.4% | -6.3% | -1.3% |
| 30D | -11.8% | +13.8% | -25.6% | -14.4% |
| 3M | -11.3% | -16.6% | +5.3% | -8.5% |
| 6M | -10.0% | +0.7% | -10.7% | -11.3% |
| YTD | +25.9% | +5.3% | +20.6% | +21.7% |
| 1Y | +26.7% | +32.4% | -5.7% | +16.2% |
| 3Y | +8.1% | +406.4% | -398.2% | -30.1% |
| 5Y | +23.5% | +227.9% | -204.4% | -14.9% |
| 10Y | +128.2% | +371.7% | -243.5% | +28.2% |
| All | +1,346.6% | +8,066.7% | -6,720.1% | +399.7% |
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