+121.4%
BKR vs ADM
+178.5%
-57.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | -6.7% | +3.0% | -9.7% | -8.3% |
| 30D | -8.3% | +8.7% | -17.0% | -12.9% |
| 3M | -5.4% | +7.6% | -13.0% | -9.9% |
| 6M | +0.8% | +26.9% | -26.1% | -13.9% |
| YTD | +31.8% | +54.3% | -22.4% | -0.1% |
| 1Y | +28.6% | +45.7% | -17.1% | +0.1% |
| 3Y | +71.2% | +21.9% | +49.3% | +42.2% |
| 5Y | +179.2% | +67.2% | +112.1% | +72.4% |
| All | +121.4% | +178.5% | -57.0% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling