-63.7%
XYZ vs ADM
+26.4%
-90.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.2% |
| 7D | -1.1% | +4.2% | -5.2% | -1.9% |
| 30D | +11.5% | -12.8% | +24.4% | +14.7% |
| 3M | +1.8% | -8.5% | +10.3% | +3.3% |
| 6M | +21.2% | -10.9% | +32.1% | +23.4% |
| YTD | +29.9% | +29.4% | +0.5% | +19.1% |
| 1Y | +35.8% | +27.5% | +8.2% | +24.7% |
| 3Y | +62.6% | +10.3% | +52.3% | +52.7% |
| All | -63.7% | +26.4% | -90.1% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling