+171.1%
ADM vs PBR
+697.0%
-525.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +2.5% | +5.4% | -2.9% | +1.3% |
| 30D | +9.5% | +22.9% | -13.4% | +4.7% |
| 3M | +10.6% | +19.6% | -9.0% | +6.3% |
| 6M | +24.0% | +16.5% | +7.5% | +19.6% |
| YTD | +54.0% | +86.7% | -32.7% | +34.2% |
| 1Y | +45.3% | +74.7% | -29.4% | +28.2% |
| 3Y | +21.8% | +102.6% | -80.8% | +2.8% |
| 5Y | +66.8% | +566.6% | -499.8% | +6.7% |
| All | +171.1% | +697.0% | -525.9% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling