+176.6%
ADM vs BB
+2.1%
+174.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.5% |
| 7D | +1.4% | +1.8% | -0.5% | +1.3% |
| 30D | +8.2% | -12.2% | +20.4% | +8.9% |
| 3M | +8.7% | -12.3% | +21.0% | +9.0% |
| 6M | +29.1% | +122.7% | -93.6% | +22.4% |
| YTD | +53.7% | +104.5% | -50.8% | +46.3% |
| 1Y | +43.2% | +106.7% | -63.4% | +35.9% |
| 3Y | +21.4% | +70.0% | -48.5% | +13.9% |
| 5Y | +67.1% | -27.8% | +94.9% | +63.5% |
| 10Y | +176.6% | +2.4% | +174.2% | +121.8% |
| All | +176.6% | +2.1% | +174.5% | +121.8% |
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