+312.7%
ADM vs BTG
+378.0%
-65.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | 0.0% |
| 7D | -0.1% | +4.8% | -4.9% | -0.3% |
| 30D | +11.0% | +8.3% | +2.7% | +10.5% |
| 3M | +6.0% | +32.3% | -26.3% | +4.2% |
| 6M | +26.9% | +3.0% | +24.0% | +26.1% |
| YTD | +50.0% | +21.9% | +28.1% | +47.4% |
| 1Y | +39.6% | +28.2% | +11.4% | +36.5% |
| 3Y | +18.5% | +99.9% | -81.4% | +12.5% |
| 5Y | +62.6% | +73.6% | -11.0% | +54.6% |
| 10Y | +162.4% | +136.5% | +25.9% | +141.3% |
| All | +312.7% | +378.0% | -65.3% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling