+946.6%
ADM vs BNS
+1,492.9%
-546.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +3.8% | +1.5% | +2.2% | +2.9% |
| 30D | +9.8% | +6.0% | +3.8% | +6.3% |
| 3M | +2.1% | +16.3% | -14.2% | -6.0% |
| 6M | +27.5% | +28.8% | -1.3% | +10.8% |
| YTD | +50.2% | +30.0% | +20.2% | +29.6% |
| 1Y | +40.6% | +50.7% | -10.1% | +12.1% |
| 3Y | +17.2% | +125.4% | -108.2% | -25.4% |
| 5Y | +61.9% | +94.2% | -32.3% | +10.3% |
| 10Y | +159.3% | +182.8% | -23.6% | +40.9% |
| All | +946.6% | +1,492.9% | -546.3% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 all: compounded portfolio wealth divided by compounded BNS 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…
all analysis · Full analysis span regression · 6 months rolling