+26.5%
ADM vs BTSG
+110.2%
-83.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | +0.7% | +8.5% | -7.8% | +0.7% |
| 30D | -14.7% | +14.0% | -28.7% | -14.8% |
| 3M | -10.4% | +19.7% | -30.1% | -10.6% |
| 6M | -10.9% | +28.7% | -39.7% | -10.4% |
| YTD | +26.0% | +90.8% | -64.8% | +25.5% |
| 1Y | +26.5% | +112.4% | -85.9% | +25.7% |
| All | +26.5% | +110.2% | -83.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling