+26.3%
ADM vs BN
+29.3%
-3.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -9.0% | +5.3% | -14.4% | -10.0% |
| 30D | -14.0% | +11.9% | -25.9% | -15.9% |
| 3M | -9.2% | -5.7% | -3.4% | -8.2% |
| 6M | -9.2% | -10.6% | +1.5% | -7.4% |
| YTD | +24.2% | -9.4% | +33.6% | +25.7% |
| 1Y | +27.0% | -8.8% | +35.7% | +28.0% |
| 3Y | +6.6% | +95.6% | -89.0% | -14.4% |
| All | +26.3% | +29.3% | -3.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling