+39.8%
ADM vs BN
-10.7%
+50.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | -0.2% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +11.0% | -10.9% | +21.9% | +10.7% |
| 3M | +6.0% | -11.1% | +17.1% | +5.7% |
| 6M | +26.9% | -4.4% | +31.3% | +25.2% |
| YTD | +50.0% | -14.1% | +64.2% | +49.8% |
| All | +39.8% | -10.7% | +50.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling