+358.3%
ADM vs PBF
+303.9%
+54.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +3.8% | +4.3% | -0.5% | +3.1% |
| 30D | +9.8% | +22.0% | -12.2% | +6.5% |
| 3M | +2.1% | +74.5% | -72.4% | -6.3% |
| 6M | +27.5% | +67.7% | -40.2% | +16.7% |
| YTD | +50.2% | +179.2% | -129.0% | +27.0% |
| 1Y | +40.6% | +170.0% | -129.4% | +18.6% |
| 3Y | +17.2% | +66.4% | -49.2% | +2.7% |
| 5Y | +61.9% | +764.5% | -702.6% | +8.5% |
| 10Y | +159.3% | +358.5% | -199.2% | +59.0% |
| All | +358.3% | +303.9% | +54.4% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling