+106.0%
ADM vs BAX
-34.5%
+140.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +3.6% | -5.5% | -2.7% |
| 30D | -13.3% | +8.5% | -21.8% | -15.2% |
| 3M | -13.4% | -4.9% | -8.5% | -12.7% |
| 6M | -9.6% | +47.0% | -56.6% | -19.4% |
| YTD | +23.0% | +38.4% | -15.4% | +9.6% |
| 1Y | +27.4% | +49.1% | -21.8% | +10.9% |
| 3Y | +5.7% | -14.9% | +20.6% | +4.4% |
| 5Y | +22.1% | -63.1% | +85.2% | +61.6% |
| 10Y | +106.0% | -35.6% | +141.6% | +142.8% |
| All | +106.0% | -34.5% | +140.5% | +142.8% |
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