+10.3%
ADM vs BDX
+25.0%
-14.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | +4.2% | +2.9% | +1.3% | +3.7% |
| 30D | -12.8% | +15.4% | -28.3% | -15.1% |
| 3M | -8.5% | +20.5% | -29.0% | -11.6% |
| 6M | -10.9% | +53.2% | -64.1% | -18.4% |
| YTD | +29.4% | +45.7% | -16.3% | +19.3% |
| 1Y | +27.5% | +47.3% | -19.7% | +17.2% |
| 3Y | +10.3% | +25.1% | -14.7% | +4.9% |
| All | +10.3% | +25.0% | -14.6% | +4.9% |
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