+171.1%
ADM vs BRO
+294.2%
-123.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.5% | -7.3% | +9.8% | +5.2% |
| 30D | +9.5% | -6.9% | +16.3% | +12.0% |
| 3M | +10.6% | +10.7% | -0.1% | +5.4% |
| 6M | +24.0% | -2.7% | +26.7% | +23.5% |
| YTD | +54.0% | -16.3% | +70.3% | +62.0% |
| 1Y | +45.3% | -29.1% | +74.4% | +63.3% |
| 3Y | +21.8% | -7.8% | +29.6% | +18.7% |
| 5Y | +66.8% | +18.7% | +48.1% | +37.2% |
| All | +171.1% | +294.2% | -123.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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