+126.6%
ADM vs BR
+277.7%
-151.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +4.2% | +1.1% | +3.1% | +3.8% |
| 30D | -12.8% | +14.4% | -27.2% | -16.9% |
| 3M | -8.5% | +12.4% | -20.9% | -12.5% |
| 6M | -10.9% | +35.4% | -46.4% | -20.6% |
| YTD | +29.4% | -12.2% | +41.6% | +34.3% |
| 1Y | +27.5% | -12.7% | +40.3% | +32.7% |
| 3Y | +10.3% | +14.3% | -3.9% | +0.9% |
| 5Y | +27.4% | +19.3% | +8.1% | +12.2% |
| All | +126.6% | +277.7% | -151.1% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling