+126.6%
ADM vs BG
+111.0%
+15.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.8% |
| 7D | +4.2% | +2.6% | +1.6% | +2.7% |
| 30D | -12.8% | -6.7% | -6.2% | -9.4% |
| 3M | -8.5% | -9.3% | +0.8% | -3.4% |
| 6M | -10.9% | -18.3% | +7.4% | -0.4% |
| YTD | +29.4% | +16.2% | +13.2% | +18.4% |
| 1Y | +27.5% | +7.6% | +19.9% | +21.9% |
| 3Y | +10.3% | +6.6% | +3.8% | +4.6% |
| 5Y | +27.4% | +22.2% | +5.2% | +11.0% |
| All | +126.6% | +111.0% | +15.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling