+40.6%
ADM vs PBR
+70.4%
-29.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +3.8% | +8.6% | -4.8% | +1.6% |
| 30D | +9.8% | +12.8% | -3.0% | +6.5% |
| 3M | +2.1% | +14.7% | -12.5% | -1.5% |
| 6M | +27.5% | +25.2% | +2.3% | +21.4% |
| YTD | +50.2% | +77.1% | -26.9% | +36.0% |
| 1Y | +40.6% | +69.6% | -29.0% | +28.8% |
| All | +40.6% | +70.4% | -29.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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