-4.4%
ADP vs ADM
+38.6%
-43.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.4% | +3.8% | -7.2% | -3.5% |
| 30D | +2.8% | +9.8% | -7.0% | +2.5% |
| 3M | +20.9% | +2.1% | +18.8% | +20.8% |
| 6M | +29.9% | +27.5% | +2.4% | +28.2% |
| YTD | +9.6% | +50.2% | -40.6% | +5.8% |
| All | -4.4% | +38.6% | -43.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling