+64.2%
ADM vs BB
-30.6%
+94.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -5.6% | +9.4% | +3.9% |
| 30D | +9.8% | -11.8% | +21.6% | +10.1% |
| 3M | +2.1% | -25.5% | +27.7% | +2.8% |
| 6M | +27.5% | +121.3% | -93.8% | +23.9% |
| YTD | +50.2% | +103.2% | -53.0% | +46.3% |
| 1Y | +40.6% | +102.6% | -62.0% | +36.6% |
| 3Y | +17.2% | +37.5% | -20.3% | +14.0% |
| All | +64.2% | -30.6% | +94.8% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling