+162.4%
ADM vs BN
+259.6%
-97.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.7% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | +11.0% | -10.9% | +21.9% | +15.2% |
| 3M | +6.0% | -11.1% | +17.1% | +9.9% |
| 6M | +26.9% | -4.4% | +31.3% | +27.2% |
| YTD | +50.0% | -14.1% | +64.2% | +55.7% |
| 1Y | +39.6% | -11.1% | +50.6% | +42.2% |
| 3Y | +18.5% | +75.6% | -57.0% | -11.4% |
| 5Y | +62.6% | +35.8% | +26.8% | +31.2% |
| 10Y | +162.4% | +261.6% | -99.2% | +31.7% |
| All | +162.4% | +259.6% | -97.1% | +31.7% |
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