+126.6%
ADM vs BB
+21.8%
+104.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.8% |
| 7D | +4.2% | +1.8% | +2.4% | +4.1% |
| 30D | -12.8% | +8.1% | -21.0% | -13.4% |
| 3M | -8.5% | -1.0% | -7.5% | -8.7% |
| 6M | -10.9% | +45.9% | -56.8% | -13.5% |
| YTD | +29.4% | +134.8% | -105.4% | +22.0% |
| 1Y | +27.5% | +104.6% | -77.1% | +21.0% |
| 3Y | +10.3% | +152.8% | -142.5% | +0.8% |
| 5Y | +27.4% | -17.4% | +44.8% | +23.7% |
| All | +126.6% | +21.8% | +104.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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