+45.3%
ADM vs BG
+53.0%
-7.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.8% |
| 7D | +2.5% | +3.1% | -0.6% | +0.5% |
| 30D | +9.5% | +10.2% | -0.8% | +3.1% |
| 3M | +10.6% | -1.7% | +12.3% | +11.3% |
| 6M | +24.0% | +1.0% | +23.0% | +22.9% |
| YTD | +54.0% | +39.9% | +14.0% | +31.4% |
| 1Y | +45.3% | +53.2% | -7.9% | +20.9% |
| All | +45.3% | +53.0% | -7.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling