+176.6%
ADM vs BAX
-37.8%
+214.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.9% |
| 7D | +1.4% | -5.1% | +6.5% | +2.7% |
| 30D | +8.2% | -12.2% | +20.4% | +11.6% |
| 3M | +8.7% | +21.8% | -13.1% | +2.4% |
| 6M | +29.1% | +36.3% | -7.2% | +17.2% |
| YTD | +53.7% | +27.8% | +25.8% | +40.2% |
| 1Y | +43.2% | -0.1% | +43.3% | +39.7% |
| 3Y | +21.4% | -33.3% | +54.7% | +29.6% |
| 5Y | +67.1% | -67.1% | +134.2% | +128.4% |
| 10Y | +176.6% | -36.9% | +213.5% | +222.2% |
| All | +176.6% | -37.8% | +214.4% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling