+1,558.2%
ADM vs TXT
+2,244.6%
-686.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | -7.8% | -3.5% | -4.3% | -6.9% |
| 30D | -12.6% | +15.2% | -27.7% | -16.3% |
| 3M | -8.2% | -4.5% | -3.8% | -7.5% |
| 6M | -8.9% | -6.1% | -2.8% | -8.0% |
| YTD | +24.0% | -2.0% | +25.9% | +23.0% |
| 1Y | +26.2% | +4.2% | +21.9% | +23.0% |
| 3Y | +7.0% | +14.4% | -7.4% | +0.5% |
| 5Y | +24.9% | +12.3% | +12.5% | +16.2% |
| 10Y | +102.6% | +101.8% | +0.8% | +51.7% |
| All | +1,558.2% | +2,244.6% | -686.4% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling