+78.6%
ADM vs BTSG
+406.1%
-327.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +3.8% | +2.7% | +1.1% | +3.7% |
| 30D | +9.8% | -3.6% | +13.4% | +9.8% |
| 3M | +2.1% | +5.8% | -3.7% | +2.1% |
| 6M | +27.5% | +44.7% | -17.2% | +26.5% |
| YTD | +50.2% | +62.2% | -12.0% | +48.7% |
| 1Y | +40.6% | +152.1% | -111.5% | +37.5% |
| All | +78.6% | +406.1% | -327.5% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling