-68.9%
XYZ vs ADM
+62.5%
-131.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.0% | +3.8% | -4.7% | -1.8% |
| 30D | -1.7% | +9.8% | -11.5% | -3.8% |
| 3M | +16.7% | +2.1% | +14.6% | +15.8% |
| 6M | +26.9% | +27.5% | -0.6% | +18.4% |
| YTD | +27.1% | +50.2% | -23.1% | +13.3% |
| 1Y | +9.3% | +40.6% | -31.3% | -1.2% |
| 3Y | +42.3% | +17.2% | +25.0% | +35.3% |
| All | -68.9% | +62.5% | -131.4% | -72.5% |
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 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