+43.2%
ADM vs BROS
-30.1%
+73.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.3% |
| 7D | +1.4% | -6.6% | +8.0% | +0.9% |
| 30D | +8.2% | -12.3% | +20.6% | +7.3% |
| 3M | +8.7% | -22.2% | +30.9% | +7.4% |
| 6M | +29.1% | -14.3% | +43.4% | +28.3% |
| YTD | +53.7% | -26.6% | +80.2% | +52.4% |
| 1Y | +43.2% | -31.5% | +74.7% | +40.4% |
| All | +43.2% | -30.1% | +73.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling