+96.9%
PSX vs ADM
+29.8%
+67.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.9% | -4.7% |
| 7D | -5.2% | -8.3% | +3.1% | -1.3% |
| 30D | -3.7% | -14.1% | +10.4% | +3.3% |
| 3M | +26.8% | -10.7% | +37.5% | +33.6% |
| 6M | +47.3% | -5.9% | +53.2% | +51.7% |
| YTD | +105.4% | +25.8% | +79.7% | +88.1% |
| 1Y | +96.9% | +21.3% | +75.6% | +83.4% |
| All | +96.9% | +29.8% | +67.1% | +83.4% |
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