+67.1%
ADM vs WY
-20.4%
+87.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.6% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | +8.2% | -9.9% | +18.1% | +11.5% |
| 3M | +8.7% | -7.5% | +16.2% | +10.8% |
| 6M | +29.1% | -5.1% | +34.2% | +30.0% |
| YTD | +53.7% | -2.1% | +55.8% | +52.7% |
| 1Y | +43.2% | -7.3% | +50.6% | +44.8% |
| 3Y | +21.4% | -22.6% | +44.1% | +28.2% |
| 5Y | +67.1% | -19.8% | +86.9% | +71.2% |
| All | +67.1% | -20.4% | +87.5% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling