+101.7%
PSX vs ADM
+39.5%
+62.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | +27.8% | +11.0% | +16.7% | +22.3% |
| 3M | +42.0% | +6.0% | +36.0% | +38.2% |
| 6M | +58.1% | +26.9% | +31.2% | +44.9% |
| YTD | +105.0% | +50.0% | +55.0% | +77.1% |
| All | +101.7% | +39.5% | +62.2% | +76.9% |
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