+67.1%
ADM vs BG
+84.9%
-17.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +1.4% | +0.5% | +0.8% | +0.9% |
| 30D | +8.2% | +10.3% | -2.1% | +1.3% |
| 3M | +8.7% | -1.9% | +10.6% | +9.6% |
| 6M | +29.1% | +5.2% | +23.8% | +24.2% |
| YTD | +53.7% | +41.2% | +12.5% | +21.9% |
| 1Y | +43.2% | +50.5% | -7.3% | +8.0% |
| 3Y | +21.4% | +19.9% | +1.5% | +4.5% |
| 5Y | +67.1% | +86.7% | -19.6% | +5.1% |
| All | +67.1% | +84.9% | -17.8% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling