+63.3%
ADM vs BTG
+78.0%
-14.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.5% | -3.8% | +6.2% | +2.8% |
| 30D | +9.5% | +3.6% | +5.8% | +8.9% |
| 3M | +10.6% | +32.0% | -21.4% | +7.0% |
| 6M | +24.0% | +3.4% | +20.7% | +22.6% |
| YTD | +54.0% | +20.8% | +33.2% | +48.3% |
| 1Y | +45.3% | +22.4% | +22.9% | +39.1% |
| 3Y | +21.8% | +91.7% | -70.0% | +7.4% |
| All | +63.3% | +78.0% | -14.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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