+162.4%
ADM vs PBF
+354.3%
-191.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.6% |
| 7D | -0.1% | +2.4% | -2.4% | -0.4% |
| 30D | +11.0% | +24.9% | -13.8% | +7.4% |
| 3M | +6.0% | +81.9% | -75.9% | -3.3% |
| 6M | +26.9% | +79.4% | -52.4% | +15.1% |
| YTD | +50.0% | +188.3% | -138.3% | +26.3% |
| 1Y | +39.6% | +177.3% | -137.7% | +17.3% |
| 3Y | +18.5% | +56.0% | -37.5% | +4.8% |
| 5Y | +62.6% | +804.0% | -741.5% | +8.8% |
| 10Y | +162.4% | +334.1% | -171.7% | +65.4% |
| All | +162.4% | +354.3% | -191.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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