+78.5%
TGT vs ADM
+44.2%
+34.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.1% |
| 7D | -5.0% | +3.0% | -8.0% | -5.0% |
| 30D | +3.0% | +8.7% | -5.7% | +3.0% |
| 3M | +22.6% | +7.6% | +15.0% | +22.5% |
| 6M | +31.2% | +26.9% | +4.3% | +28.3% |
| YTD | +63.7% | +54.3% | +9.4% | +52.2% |
| 1Y | +78.5% | +45.7% | +32.8% | +66.0% |
| All | +78.5% | +44.2% | +34.3% | +66.0% |
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 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