+1,112.1%
PSX vs ADM
+309.6%
+802.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +4.5% | +3.8% | +0.8% | +2.4% |
| 30D | +26.6% | +9.8% | +16.9% | +20.3% |
| 3M | +39.3% | +2.1% | +37.1% | +37.4% |
| 6M | +56.8% | +27.5% | +29.3% | +36.5% |
| YTD | +101.8% | +50.2% | +51.6% | +59.9% |
| 1Y | +99.6% | +40.6% | +59.0% | +63.2% |
| 3Y | +140.3% | +17.2% | +123.1% | +108.5% |
| 5Y | +339.3% | +61.9% | +277.4% | +203.8% |
| 10Y | +369.9% | +159.3% | +210.6% | +142.5% |
| All | +1,112.1% | +309.6% | +802.5% | +396.0% |
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