-63.9%
XYZ vs ADM
+24.5%
-88.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +12.1% | -9.0% | +21.2% | +14.3% |
| 30D | +12.4% | -14.0% | +26.3% | +15.8% |
| 3M | +8.2% | -9.2% | +17.3% | +9.9% |
| 6M | +20.7% | -9.2% | +29.8% | +22.0% |
| YTD | +31.3% | +24.2% | +7.1% | +21.5% |
| 1Y | +20.5% | +27.0% | -6.5% | +10.4% |
| 3Y | +72.6% | +6.6% | +66.0% | +63.0% |
| All | -63.9% | +24.5% | -88.4% | -67.2% |
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