+71.7%
ADM vs BTDR
+15.3%
+56.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.5% |
| 7D | +3.0% | -3.2% | +6.2% | +3.0% |
| 30D | +8.7% | +32.7% | -24.0% | +8.4% |
| 3M | +7.6% | -28.4% | +36.0% | +7.8% |
| 6M | +26.9% | +51.7% | -24.8% | +25.6% |
| YTD | +54.3% | +2.9% | +51.4% | +53.4% |
| 1Y | +45.7% | -15.5% | +61.1% | +44.9% |
| 3Y | +21.9% | 0.0% | +21.9% | +19.5% |
| 5Y | +67.2% | +16.5% | +50.7% | +56.3% |
| All | +71.7% | +15.3% | +56.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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