+1,963.5%
ADM vs BRO
+25,589.7%
-23,626.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.0% | -8.6% | +11.6% | +4.6% |
| 30D | +8.7% | -6.9% | +15.6% | +10.0% |
| 3M | +7.6% | +10.5% | -2.9% | +5.3% |
| 6M | +26.9% | -2.8% | +29.6% | +26.6% |
| YTD | +54.3% | -16.1% | +70.4% | +57.8% |
| 1Y | +45.7% | -27.6% | +73.3% | +52.8% |
| 3Y | +21.9% | -7.3% | +29.2% | +21.6% |
| 5Y | +67.2% | +19.0% | +48.2% | +58.0% |
| 10Y | +177.7% | +292.7% | -115.0% | +118.6% |
| All | +1,963.5% | +25,589.7% | -23,626.2% | +1,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling