+228.6%
ABT vs ADM
+118.6%
+110.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +8.0% | -11.8% | +19.8% | +11.4% |
| 3M | +0.2% | -11.3% | +11.5% | +3.0% |
| 6M | +34.1% | -10.0% | +44.2% | +36.9% |
| YTD | -10.6% | +25.9% | -36.5% | -17.3% |
| 1Y | -11.8% | +26.7% | -38.5% | -18.6% |
| 3Y | +23.9% | +8.1% | +15.7% | +16.5% |
| 5Y | -5.1% | +23.5% | -28.6% | -17.8% |
| 10Y | +228.6% | +128.2% | +100.4% | +113.4% |
| All | +228.6% | +118.6% | +110.0% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling