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  • ASX vs ADM✓SelectedUSD · ADMASX vs ADM performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs ADM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,552.3%
ADM return
+1,736.1%
Excess return
+1,816.2%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioADMExcessAlpha
1D+0.2%+0.3%-0.1%+0.1%
7D-0.7%+3.8%-4.5%-2.0%
30D+2.0%+9.8%-7.8%-1.4%
3M-1.3%+2.1%-3.5%-2.3%
6M+71.4%+27.5%+43.9%+56.7%
YTD+135.3%+50.2%+85.1%+103.2%
1Y+267.5%+40.6%+226.9%+222.6%
3Y+388.5%+17.2%+371.2%+340.7%
5Y+417.1%+61.9%+355.2%+305.9%
10Y+872.7%+159.3%+713.5%+525.8%
All+3,552.3%+1,736.1%+1,816.2%+1,119.6%

Cumulative growth

Daily Returns

Daily percentage return beside ADM.

Daily Out/Under-Performance

Portfolio return minus ADM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ADM 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 all: compounded portfolio wealth divided by compounded ADM 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…

all analysis · Full analysis span regression · 6 months rolling