+171.7%
ADM vs BG
+171.4%
+0.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +3.0% | +3.7% | -0.7% | +0.8% |
| 30D | +8.7% | +12.3% | -3.6% | +1.6% |
| 3M | +7.6% | -2.2% | +9.8% | +8.6% |
| 6M | +26.9% | +5.3% | +21.5% | +22.8% |
| YTD | +54.3% | +42.4% | +11.9% | +25.7% |
| 1Y | +45.7% | +55.2% | -9.5% | +12.2% |
| 3Y | +21.9% | +21.0% | +1.0% | +7.2% |
| 5Y | +67.2% | +87.1% | -20.0% | +15.8% |
| All | +171.7% | +171.4% | +0.2% | +43.1% |
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