+25.1%
ADM vs TXT
+10.5%
+14.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -9.0% | -2.5% | -6.5% | -8.3% |
| 30D | -14.0% | +14.4% | -28.4% | -17.9% |
| 3M | -9.2% | -4.9% | -4.2% | -8.0% |
| 6M | -9.2% | -10.2% | +1.1% | -6.7% |
| YTD | +24.2% | -4.1% | +28.3% | +23.8% |
| 1Y | +27.0% | +4.0% | +23.0% | +22.8% |
| 3Y | +6.6% | +8.0% | -1.3% | -0.5% |
| All | +25.1% | +10.5% | +14.6% | +11.9% |
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