+1,661.2%
ADM vs BRKR
+172.5%
+1,488.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.5% | -8.7% | +11.2% | +3.4% |
| 30D | +9.5% | -9.9% | +19.3% | +10.5% |
| 3M | +10.6% | -3.1% | +13.7% | +10.1% |
| 6M | +24.0% | +45.5% | -21.5% | +17.8% |
| YTD | +54.0% | +13.7% | +40.3% | +49.6% |
| 1Y | +45.3% | +67.4% | -22.1% | +35.2% |
| 3Y | +21.8% | -13.2% | +35.0% | +18.9% |
| 5Y | +66.8% | -39.5% | +106.3% | +67.3% |
| 10Y | +177.1% | +153.5% | +23.7% | +138.5% |
| All | +1,661.2% | +172.5% | +1,488.7% | +1,141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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