+22.0%
ADM vs PBR
+101.4%
-79.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.2% |
| 7D | +3.0% | +4.2% | -1.2% | +1.8% |
| 30D | +8.7% | +22.7% | -14.0% | +2.9% |
| 3M | +7.6% | +21.5% | -13.9% | +1.9% |
| 6M | +26.9% | +24.0% | +2.9% | +19.2% |
| YTD | +54.3% | +88.2% | -33.9% | +30.2% |
| 1Y | +45.7% | +74.8% | -29.2% | +24.9% |
| All | +22.0% | +101.4% | -79.4% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling