+43.2%
ADM vs BAX
+1.4%
+41.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.5% |
| 7D | +1.4% | -5.1% | +6.5% | +1.5% |
| 30D | +8.2% | -12.2% | +20.4% | +8.6% |
| 3M | +8.7% | +21.8% | -13.1% | +7.7% |
| 6M | +29.1% | +36.3% | -7.2% | +26.5% |
| YTD | +53.7% | +27.8% | +25.8% | +48.9% |
| 1Y | +43.2% | -0.1% | +43.3% | +39.4% |
| All | +43.2% | +1.4% | +41.8% | +39.4% |
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