+64.2%
ADM vs TXT
+10.4%
+53.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.8% | -4.8% | +8.5% | +5.4% |
| 30D | +9.8% | -10.6% | +20.4% | +13.8% |
| 3M | +2.1% | -13.2% | +15.3% | +6.5% |
| 6M | +27.5% | -20.3% | +47.9% | +36.5% |
| YTD | +50.2% | -9.3% | +59.5% | +53.0% |
| 1Y | +40.6% | -2.7% | +43.3% | +39.2% |
| 3Y | +17.2% | +1.4% | +15.9% | +12.1% |
| All | +64.2% | +10.4% | +53.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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