+27.4%
ADM vs BROS
-35.4%
+62.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.9% |
| 7D | -1.8% | -19.0% | +17.2% | -2.8% |
| 30D | -13.3% | -7.3% | -6.0% | -13.3% |
| 3M | -13.4% | -31.2% | +17.8% | -15.1% |
| 6M | -9.6% | -33.0% | +23.4% | -11.3% |
| YTD | +23.0% | -42.4% | +65.4% | +21.3% |
| 1Y | +27.4% | -37.7% | +65.1% | +24.6% |
| All | +27.4% | -35.4% | +62.7% | +24.6% |
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