+106.0%
ADM vs BN
+280.2%
-174.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -1.8% | +4.3% | -6.1% | -3.3% |
| 30D | -13.3% | +14.3% | -27.5% | -17.2% |
| 3M | -13.4% | -4.1% | -9.3% | -12.5% |
| 6M | -9.6% | -9.7% | +0.1% | -7.3% |
| YTD | +23.0% | -7.1% | +30.2% | +24.0% |
| 1Y | +27.4% | -7.4% | +34.8% | +28.2% |
| 3Y | +5.7% | +102.3% | -96.7% | -24.9% |
| 5Y | +22.1% | +35.9% | -13.9% | -0.4% |
| 10Y | +106.0% | +289.2% | -183.2% | +2.2% |
| All | +106.0% | +280.2% | -174.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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