+102.6%
ADM vs BUD
-8.7%
+111.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -7.8% | +1.3% | -9.2% | -8.2% |
| 30D | -12.6% | +10.0% | -22.6% | -15.1% |
| 3M | -8.2% | +1.6% | -9.8% | -8.9% |
| 6M | -8.9% | +6.5% | -15.4% | -11.1% |
| YTD | +24.0% | +34.8% | -10.9% | +12.0% |
| 1Y | +26.2% | +36.5% | -10.3% | +13.5% |
| 3Y | +7.0% | +49.0% | -42.0% | -7.6% |
| 5Y | +24.9% | +51.7% | -26.8% | +5.1% |
| 10Y | +102.6% | -7.5% | +110.2% | +78.1% |
| All | +102.6% | -8.7% | +111.4% | +78.1% |
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