+302.9%
ADM vs BUD
+214.6%
+88.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | -9.0% | +4.5% | -13.5% | -10.4% |
| 30D | -14.0% | +12.5% | -26.5% | -17.6% |
| 3M | -9.2% | 0.0% | -9.1% | -9.4% |
| 6M | -9.2% | +3.8% | -13.0% | -10.9% |
| YTD | +24.2% | +33.1% | -8.8% | +10.9% |
| 1Y | +27.0% | +35.5% | -8.5% | +12.6% |
| 3Y | +6.6% | +49.4% | -42.8% | -10.4% |
| 5Y | +25.0% | +48.0% | -23.1% | +3.0% |
| 10Y | +100.2% | -8.6% | +108.8% | +87.2% |
| All | +302.9% | +214.6% | +88.3% | +124.0% |
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