+6,616.3%
ABT vs ADM
+1,585.0%
+5,031.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | +5.2% | -14.7% | +19.9% | +8.8% |
| 3M | -2.7% | -10.4% | +7.7% | -0.6% |
| 6M | +28.8% | -10.9% | +39.8% | +31.5% |
| YTD | -12.3% | +26.0% | -38.3% | -17.5% |
| 1Y | -14.7% | +26.5% | -41.2% | -19.8% |
| 3Y | +21.6% | +8.2% | +13.3% | +15.6% |
| 5Y | -7.8% | +24.0% | -31.8% | -16.0% |
| 10Y | +222.5% | +128.4% | +94.1% | +150.8% |
| All | +6,616.3% | +1,585.0% | +5,031.3% | +2,575.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling