+40.6%
ADM vs BR
-29.1%
+69.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.2% |
| 7D | +3.8% | -5.3% | +9.0% | +3.7% |
| 30D | +9.8% | +6.4% | +3.3% | +9.6% |
| 3M | +2.1% | +13.6% | -11.5% | +2.4% |
| 6M | +27.5% | -6.7% | +34.2% | +26.7% |
| YTD | +50.2% | -21.1% | +71.3% | +55.5% |
| 1Y | +40.6% | -29.6% | +70.2% | +40.7% |
| All | +40.6% | -29.1% | +69.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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