+156.4%
ADM vs USHY
+50.7%
+105.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | +9.8% | +0.1% | +9.7% | +9.6% |
| 3M | +2.1% | +0.8% | +1.3% | +1.0% |
| 6M | +27.5% | +1.7% | +25.8% | +24.5% |
| YTD | +50.2% | +2.5% | +47.7% | +45.3% |
| 1Y | +40.6% | +4.4% | +36.2% | +32.7% |
| 3Y | +17.2% | +27.4% | -10.1% | -14.2% |
| 5Y | +61.9% | +21.7% | +40.2% | +27.9% |
| All | +156.4% | +50.7% | +105.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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