+67.2%
ADM vs BTDR
+23.8%
+43.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.7% | +0.2% |
| 7D | +3.8% | +20.0% | -16.2% | +3.6% |
| 30D | +9.8% | +11.9% | -2.2% | +9.6% |
| 3M | +2.1% | -36.9% | +39.1% | +2.6% |
| 6M | +27.5% | +56.5% | -29.0% | +26.2% |
| YTD | +50.2% | +10.4% | +39.8% | +49.3% |
| 1Y | +40.6% | +3.1% | +37.5% | +39.6% |
| 3Y | +17.2% | -2.6% | +19.8% | +14.9% |
| 5Y | +61.9% | +25.2% | +36.7% | +51.4% |
| All | +67.2% | +23.8% | +43.4% | +55.4% |
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