+6,642.4%
ABT vs ADM
+1,908.9%
+4,733.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +3.8% | -7.4% | -4.5% |
| 30D | +2.5% | +9.8% | -7.3% | +0.3% |
| 3M | +20.2% | +2.1% | +18.1% | +19.3% |
| 6M | -2.9% | +27.5% | -30.4% | -8.6% |
| YTD | -11.9% | +50.2% | -62.1% | -20.1% |
| 1Y | -16.5% | +40.6% | -57.1% | -23.3% |
| 3Y | +12.1% | +17.2% | -5.1% | +5.0% |
| 5Y | -7.4% | +61.9% | -69.3% | -20.5% |
| 10Y | +210.7% | +159.3% | +51.4% | +134.9% |
| All | +6,642.4% | +1,908.9% | +4,733.5% | +2,489.7% |
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