+21.5%
ADM vs WY
-23.0%
+44.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | +1.4% | -1.7% | +3.1% | +1.8% |
| 30D | +8.2% | -9.9% | +18.1% | +10.9% |
| 3M | +8.7% | -7.5% | +16.2% | +10.4% |
| 6M | +29.1% | -5.1% | +34.2% | +29.7% |
| YTD | +53.7% | -2.1% | +55.8% | +52.6% |
| 1Y | +43.2% | -7.3% | +50.6% | +44.4% |
| All | +21.5% | -23.0% | +44.5% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling