+1,558.2%
ADM vs BAX
+922.9%
+635.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | -7.8% | +9.0% | -16.9% | -10.1% |
| 30D | -12.6% | +8.5% | -21.0% | -14.8% |
| 3M | -8.2% | -4.1% | -4.1% | -7.8% |
| 6M | -8.9% | +46.9% | -55.8% | -19.3% |
| YTD | +24.0% | +38.4% | -14.4% | +10.0% |
| 1Y | +26.2% | +47.0% | -20.9% | +10.0% |
| 3Y | +7.0% | -14.9% | +21.9% | +5.2% |
| 5Y | +24.9% | -62.5% | +87.4% | +52.8% |
| 10Y | +102.6% | -33.9% | +136.5% | +108.2% |
| All | +1,558.2% | +922.9% | +635.3% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling