+1,067.6%
PSX vs ADM
+238.7%
+828.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -13.1% | -9.0% | -4.1% | -8.6% |
| 30D | -9.5% | -14.0% | +4.4% | -1.9% |
| 3M | +20.2% | -9.2% | +29.3% | +26.4% |
| 6M | +44.9% | -9.2% | +54.1% | +52.0% |
| YTD | +94.4% | +24.2% | +70.2% | +70.7% |
| 1Y | +83.1% | +27.0% | +56.1% | +58.7% |
| 3Y | +132.2% | +6.6% | +125.5% | +110.6% |
| 5Y | +278.8% | +25.0% | +253.9% | +203.3% |
| 10Y | +354.2% | +100.2% | +253.9% | +168.1% |
| All | +1,067.6% | +238.7% | +828.8% | +429.4% |
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 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