+63.3%
ADM vs BBY
+1.5%
+61.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +9.5% | +9.4% | +0.1% | +8.1% |
| 3M | +10.6% | +19.3% | -8.7% | +7.9% |
| 6M | +24.0% | +47.9% | -23.9% | +16.9% |
| YTD | +54.0% | +39.6% | +14.4% | +46.2% |
| 1Y | +45.3% | +22.2% | +23.1% | +40.5% |
| 3Y | +21.8% | +45.0% | -23.2% | +12.3% |
| All | +63.3% | +1.5% | +61.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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