+1,906.3%
ADM vs BDX
+5,185.2%
-3,278.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.8% |
| 7D | -0.1% | -4.3% | +4.2% | +1.2% |
| 30D | +11.0% | +1.3% | +9.8% | +10.5% |
| 3M | +6.0% | +20.2% | -14.2% | -0.2% |
| 6M | +26.9% | +8.6% | +18.3% | +22.7% |
| YTD | +50.0% | +19.0% | +31.0% | +40.8% |
| 1Y | +39.6% | +21.2% | +18.4% | +30.1% |
| 3Y | +18.5% | -9.7% | +28.2% | +19.0% |
| 5Y | +62.6% | -3.4% | +66.0% | +58.7% |
| 10Y | +162.4% | +53.9% | +108.6% | +116.6% |
| All | +1,906.3% | +5,185.2% | -3,278.9% | +450.8% |
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