+21.3%
ADM vs PBR
+74.7%
-53.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +2.0% |
| 7D | -8.3% | -11.0% | +2.7% | -5.7% |
| 30D | -14.1% | -18.8% | +4.7% | -10.2% |
| 3M | -10.7% | +7.8% | -18.6% | -13.7% |
| 6M | -5.9% | -7.6% | +1.7% | -6.0% |
| YTD | +25.8% | +72.7% | -46.9% | +11.4% |
| 1Y | +21.3% | +72.9% | -51.7% | +8.1% |
| All | +21.3% | +74.7% | -53.4% | +8.1% |
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