+28.1%
XYZ vs ADM
+25.0%
+3.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.5% |
| 7D | +12.6% | -1.8% | +14.4% | +12.2% |
| 30D | +10.8% | -13.3% | +24.1% | +7.7% |
| 3M | +8.4% | -13.4% | +21.7% | +5.6% |
| 6M | +14.3% | -9.6% | +23.9% | +12.5% |
| YTD | +31.5% | +23.0% | +8.5% | +42.6% |
| 1Y | +28.1% | +27.4% | +0.7% | +43.5% |
| All | +28.1% | +25.0% | +3.1% | +43.5% |
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