+21.5%
ADM vs BDX
-9.0%
+30.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | +1.4% | -3.6% | +4.9% | +2.0% |
| 30D | +8.2% | +0.7% | +7.5% | +8.0% |
| 3M | +8.7% | +19.0% | -10.2% | +4.9% |
| 6M | +29.1% | +10.8% | +18.3% | +26.7% |
| YTD | +53.7% | +20.1% | +33.5% | +47.2% |
| 1Y | +43.2% | +23.1% | +20.2% | +36.3% |
| All | +21.5% | -9.0% | +30.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 3y: compounded portfolio wealth divided by compounded BDX 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…
3y analysis · Full analysis span regression · 6 months rolling