+91.9%
MO vs ADM
+20.9%
+71.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +3.6% | +8.2% | -4.6% | +2.5% |
| 3M | -3.7% | +8.7% | -12.4% | -4.9% |
| 6M | +4.5% | +29.1% | -24.6% | +0.5% |
| YTD | +21.5% | +53.7% | -32.1% | +13.9% |
| 1Y | +9.5% | +43.2% | -33.7% | +3.6% |
| All | +91.9% | +20.9% | +71.0% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling