+25.4%
ADM vs BROS
-43.5%
+68.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.8% | +2.6% |
| 7D | +4.2% | +6.3% | -2.1% | +4.0% |
| 30D | -12.8% | -8.3% | -4.5% | -12.7% |
| 3M | -8.5% | -29.8% | +21.3% | -7.8% |
| 6M | -10.9% | -25.8% | +14.9% | -10.7% |
| YTD | +29.4% | -41.4% | +70.8% | +30.6% |
| 1Y | +27.5% | -35.2% | +62.7% | +28.1% |
| 3Y | +10.3% | +32.8% | -22.4% | +5.5% |
| All | +25.4% | -43.5% | +68.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling