+275.3%
ADM vs PBF
+258.1%
+17.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.5% | 0.0% |
| 7D | -1.8% | -15.3% | +13.5% | +0.4% |
| 30D | -13.3% | -21.8% | +8.5% | -10.4% |
| 3M | -13.4% | -0.2% | -13.2% | -13.9% |
| 6M | -9.6% | +63.6% | -73.2% | -16.9% |
| YTD | +23.0% | +147.5% | -124.5% | +5.3% |
| 1Y | +27.4% | +69.8% | -42.5% | +14.8% |
| 3Y | +5.7% | +65.3% | -59.6% | -7.6% |
| 5Y | +22.1% | +393.4% | -371.3% | -11.5% |
| 10Y | +106.0% | +240.3% | -134.3% | +31.8% |
| All | +275.3% | +258.1% | +17.3% | +122.5% |
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