+1,908.9%
ADM vs TXT
+2,070.1%
-161.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.8% | -4.8% | +8.5% | +5.2% |
| 30D | +9.8% | -10.6% | +20.4% | +13.2% |
| 3M | +2.1% | -13.2% | +15.3% | +6.0% |
| 6M | +27.5% | -20.3% | +47.9% | +35.1% |
| YTD | +50.2% | -9.3% | +59.5% | +53.1% |
| 1Y | +40.6% | -2.7% | +43.3% | +40.1% |
| 3Y | +17.2% | +1.4% | +15.9% | +14.4% |
| 5Y | +61.9% | +9.6% | +52.3% | +52.3% |
| 10Y | +159.3% | +94.9% | +64.4% | +96.7% |
| All | +1,908.9% | +2,070.1% | -161.2% | +455.2% |
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