-9.9%
ABT vs ADM
+64.4%
-74.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -2.1% | +11.0% | -13.2% | -3.6% |
| 3M | +17.4% | +6.0% | +11.4% | +16.3% |
| 6M | -2.4% | +26.9% | -29.3% | -6.1% |
| YTD | -14.2% | +50.0% | -64.2% | -19.8% |
| 1Y | -18.3% | +39.6% | -57.9% | -22.8% |
| 3Y | +11.5% | +18.5% | -7.0% | +7.1% |
| 5Y | -9.9% | +62.6% | -72.5% | -15.8% |
| All | -9.9% | +64.4% | -74.3% | -15.8% |
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