+39.8%
ADM vs PBF
+172.9%
-133.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.5% |
| 7D | -0.1% | +2.4% | -2.4% | -0.4% |
| 30D | +11.0% | +24.9% | -13.8% | +7.9% |
| 3M | +6.0% | +81.9% | -75.9% | -2.0% |
| 6M | +26.9% | +79.4% | -52.4% | +16.7% |
| YTD | +50.0% | +188.3% | -138.3% | +29.3% |
| All | +39.8% | +172.9% | -133.1% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling