+21.3%
ADM vs BAX
+46.0%
-24.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | +0.4% |
| 7D | -8.3% | +4.1% | -12.4% | -8.1% |
| 30D | -14.1% | +9.4% | -23.5% | -14.0% |
| 3M | -10.7% | -6.5% | -4.3% | -10.3% |
| 6M | -5.9% | +59.6% | -65.5% | -8.0% |
| YTD | +25.8% | +38.9% | -13.1% | +17.5% |
| 1Y | +21.3% | +48.0% | -26.7% | +9.5% |
| All | +21.3% | +46.0% | -24.8% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling