+21.5%
ADM vs BTDR
+7.6%
+13.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +1.4% | +14.8% | -13.4% | +1.2% |
| 30D | +8.2% | +41.8% | -33.6% | +7.8% |
| 3M | +8.7% | -29.2% | +37.9% | +9.1% |
| 6M | +29.1% | +66.2% | -37.1% | +27.4% |
| YTD | +53.7% | +10.0% | +43.7% | +52.6% |
| 1Y | +43.2% | -11.0% | +54.2% | +42.4% |
| All | +21.5% | +7.6% | +13.9% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling