+1,084.8%
ADM vs BB
+258.8%
+825.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -5.6% | +9.4% | +4.2% |
| 30D | +9.8% | -11.8% | +21.6% | +10.6% |
| 3M | +2.1% | -25.5% | +27.7% | +3.7% |
| 6M | +27.5% | +121.3% | -93.8% | +19.3% |
| YTD | +50.2% | +103.2% | -53.0% | +41.4% |
| 1Y | +40.6% | +102.6% | -62.0% | +31.9% |
| 3Y | +17.2% | +37.5% | -20.3% | +10.1% |
| 5Y | +61.9% | -30.4% | +92.3% | +56.8% |
| 10Y | +159.3% | 0.0% | +159.3% | +124.5% |
| All | +1,084.8% | +258.8% | +825.9% | +948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling