+1,630.9%
ADM vs BDX
+6,371.9%
-4,741.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | +4.2% | +2.9% | +1.3% | +3.3% |
| 30D | -12.8% | +15.4% | -28.3% | -16.6% |
| 3M | -8.5% | +20.5% | -29.0% | -13.7% |
| 6M | -10.9% | +53.2% | -64.1% | -22.2% |
| YTD | +29.4% | +45.7% | -16.3% | +14.1% |
| 1Y | +27.5% | +47.3% | -19.7% | +12.1% |
| 3Y | +10.3% | +25.1% | -14.7% | +0.5% |
| 5Y | +27.4% | +27.4% | -0.1% | +14.3% |
| 10Y | +134.6% | +95.4% | +39.2% | +80.0% |
| All | +1,630.9% | +6,371.9% | -4,741.1% | +346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling