+162.8%
ADM vs BUD
-22.9%
+185.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +9.8% | -5.7% | +15.4% | +11.6% |
| 3M | +2.1% | +3.1% | -1.0% | +0.9% |
| 6M | +27.5% | +7.9% | +19.6% | +23.7% |
| YTD | +50.2% | +27.3% | +22.9% | +38.3% |
| 1Y | +40.6% | +37.8% | +2.8% | +26.1% |
| 3Y | +17.2% | +49.8% | -32.6% | +0.9% |
| 5Y | +61.9% | +43.8% | +18.1% | +38.4% |
| All | +162.8% | -22.9% | +185.7% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling