+387.2%
ADM vs BUD
+201.1%
+186.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | +2.1% | +3.1% | -1.0% | +0.6% |
| 6M | +27.5% | +7.9% | +19.6% | +23.1% |
| YTD | +50.2% | +27.3% | +22.9% | +36.5% |
| 1Y | +40.6% | +37.8% | +2.8% | +23.9% |
| 3Y | +17.2% | +49.8% | -32.6% | -1.6% |
| 5Y | +61.9% | +43.8% | +18.1% | +34.6% |
| 10Y | +159.3% | -22.6% | +181.9% | +160.1% |
| All | +387.2% | +201.1% | +186.1% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling