+209.7%
ABT vs ADM
+171.4%
+38.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | -4.7% | +1.4% | -6.1% | -5.1% |
| 30D | -3.1% | +8.2% | -11.3% | -5.1% |
| 3M | +16.1% | +8.7% | +7.4% | +13.3% |
| 6M | -5.3% | +29.1% | -34.4% | -12.2% |
| YTD | -14.4% | +53.7% | -68.1% | -24.5% |
| 1Y | -18.4% | +43.2% | -61.6% | -26.7% |
| 3Y | +11.2% | +21.4% | -10.2% | +2.6% |
| 5Y | -9.4% | +67.1% | -76.5% | -28.0% |
| 10Y | +209.7% | +176.6% | +33.2% | +84.5% |
| All | +209.7% | +171.4% | +38.3% | +84.5% |
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 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