+10.3%
ADM vs PBR
+69.2%
-58.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | +4.2% | -1.0% | +5.2% | +4.4% |
| 30D | -12.8% | -29.3% | +16.5% | -5.2% |
| 3M | -8.5% | +5.5% | -14.0% | -10.9% |
| 6M | -10.9% | -2.9% | -8.0% | -11.5% |
| YTD | +29.4% | +61.5% | -32.1% | +12.2% |
| 1Y | +27.5% | +46.9% | -19.3% | +13.2% |
| 3Y | +10.3% | +66.4% | -56.1% | -6.9% |
| All | +10.3% | +69.2% | -58.8% | -6.9% |
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