+1,091.2%
PSX vs ADM
+235.5%
+855.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -7.8% | -1.8% | -6.0% | -6.9% |
| 30D | -9.9% | -13.3% | +3.4% | -2.7% |
| 3M | +16.9% | -13.4% | +30.3% | +26.2% |
| 6M | +48.0% | -9.6% | +57.6% | +55.7% |
| YTD | +98.3% | +23.0% | +75.3% | +75.0% |
| 1Y | +86.2% | +27.4% | +58.8% | +61.1% |
| 3Y | +144.0% | +5.7% | +138.3% | +122.4% |
| 5Y | +287.7% | +22.1% | +265.6% | +214.9% |
| 10Y | +338.3% | +106.0% | +232.3% | +156.3% |
| All | +1,091.2% | +235.5% | +855.8% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling