+126.6%
ADM vs WY
+5.0%
+121.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.1% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | -12.8% | +10.1% | -22.9% | -16.0% |
| 3M | -8.5% | -15.4% | +6.9% | -3.1% |
| 6M | -10.9% | -8.3% | -2.6% | -9.1% |
| YTD | +29.4% | -9.8% | +39.2% | +32.2% |
| 1Y | +27.5% | -3.9% | +31.4% | +26.9% |
| 3Y | +10.3% | -23.3% | +33.7% | +17.4% |
| 5Y | +27.4% | -31.2% | +58.6% | +38.8% |
| All | +126.6% | +5.0% | +121.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling