+49.7%
ADM vs BTSG
+505.2%
-455.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +0.1% | +4.0% | -3.9% | +0.1% |
| 30D | -11.8% | +15.3% | -27.1% | -12.0% |
| 3M | -11.3% | +25.4% | -36.7% | -11.7% |
| 6M | -10.0% | +31.9% | -41.9% | -10.4% |
| YTD | +25.9% | +93.9% | -68.0% | +24.2% |
| 1Y | +26.7% | +114.2% | -87.5% | +24.7% |
| All | +49.7% | +505.2% | -455.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling