+1,583.8%
ADM vs BAX
+920.2%
+663.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -11.8% | +6.3% | -18.1% | -13.6% |
| 3M | -11.3% | -4.6% | -6.7% | -10.7% |
| 6M | -10.0% | +50.4% | -60.4% | -20.8% |
| YTD | +25.9% | +38.0% | -12.1% | +11.8% |
| 1Y | +26.7% | +44.6% | -18.0% | +10.9% |
| 3Y | +8.1% | -15.1% | +23.3% | +6.4% |
| 5Y | +23.5% | -63.3% | +86.8% | +52.1% |
| 10Y | +128.2% | -34.4% | +162.6% | +134.9% |
| All | +1,583.8% | +920.2% | +663.6% | +645.0% |
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