+6,744.0%
ABT vs ADM
+1,583.8%
+5,160.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +8.0% | -11.8% | +19.8% | +10.9% |
| 3M | +0.2% | -11.3% | +11.5% | +2.6% |
| 6M | +34.1% | -10.0% | +44.2% | +36.6% |
| YTD | -10.6% | +25.9% | -36.5% | -15.9% |
| 1Y | -11.8% | +26.7% | -38.5% | -17.2% |
| 3Y | +23.9% | +8.1% | +15.7% | +17.8% |
| 5Y | -5.1% | +23.5% | -28.6% | -13.6% |
| 10Y | +228.6% | +128.2% | +100.4% | +155.6% |
| All | +6,744.0% | +1,583.8% | +5,160.2% | +2,626.8% |
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 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