+290.0%
ADM vs BR
+1,321.0%
-1,031.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +1.7% |
| 7D | +3.8% | -5.3% | +9.0% | +6.1% |
| 30D | +9.8% | +6.4% | +3.3% | +6.6% |
| 3M | +2.1% | +13.6% | -11.5% | -4.0% |
| 6M | +27.5% | -6.7% | +34.2% | +29.4% |
| YTD | +50.2% | -21.1% | +71.3% | +63.1% |
| 1Y | +40.6% | -29.6% | +70.2% | +60.4% |
| 3Y | +17.2% | -2.4% | +19.6% | +13.3% |
| 5Y | +61.9% | +11.2% | +50.6% | +43.5% |
| 10Y | +159.3% | +191.8% | -32.5% | +39.5% |
| All | +290.0% | +1,321.0% | -1,031.0% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling