+82.7%
ADM vs BTSG
+416.6%
-333.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.3% |
| 30D | +8.2% | +0.9% | +7.3% | +8.2% |
| 3M | +8.7% | +1.6% | +7.1% | +8.8% |
| 6M | +29.1% | +46.8% | -17.7% | +28.0% |
| YTD | +53.7% | +65.5% | -11.9% | +52.0% |
| 1Y | +43.2% | +136.2% | -93.0% | +40.4% |
| All | +82.7% | +416.6% | -333.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling