+1,963.5%
ADM vs WY
+652.8%
+1,310.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.3% |
| 7D | +3.0% | -3.7% | +6.7% | +4.2% |
| 30D | +8.7% | -11.3% | +20.0% | +12.8% |
| 3M | +7.6% | -8.1% | +15.7% | +10.0% |
| 6M | +26.9% | -7.4% | +34.3% | +28.9% |
| YTD | +54.3% | -4.7% | +59.0% | +55.0% |
| 1Y | +45.7% | -9.2% | +54.9% | +48.3% |
| 3Y | +21.9% | -24.7% | +46.6% | +30.0% |
| 5Y | +67.2% | -21.6% | +88.7% | +73.4% |
| 10Y | +177.7% | +6.7% | +171.1% | +145.6% |
| All | +1,963.5% | +652.8% | +1,310.7% | +780.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling