+40.1%
ADM vs BTDR
-29.7%
+69.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.7% | -7.3% | +2.3% |
| 7D | +0.1% | +7.7% | -7.5% | +0.1% |
| 30D | -11.8% | -24.1% | +12.3% | -11.7% |
| 3M | -11.3% | -19.1% | +7.8% | -11.3% |
| 6M | -10.0% | -46.6% | +36.6% | -9.8% |
| YTD | +25.9% | -37.3% | +63.2% | +25.6% |
| 1Y | +26.7% | -53.2% | +79.9% | +26.8% |
| 3Y | +8.1% | +77.1% | -68.9% | +5.7% |
| 5Y | +23.5% | -29.7% | +53.2% | +15.7% |
| All | +40.1% | -29.7% | +69.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling