+284.1%
ADM vs PBF
+278.8%
+5.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +1.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.6% |
| 30D | -11.8% | -18.0% | +6.2% | -9.6% |
| 3M | -11.3% | +0.9% | -12.2% | -12.0% |
| 6M | -10.0% | +65.7% | -75.7% | -17.4% |
| YTD | +25.9% | +161.9% | -136.0% | +6.9% |
| 1Y | +26.7% | +77.8% | -51.1% | +13.5% |
| 3Y | +8.1% | +74.9% | -66.7% | -6.2% |
| 5Y | +23.5% | +423.4% | -399.9% | -11.2% |
| 10Y | +128.2% | +255.2% | -126.9% | +45.1% |
| All | +284.1% | +278.8% | +5.3% | +125.9% |
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