+566.3%
BKR vs ADM
+1,954.9%
-1,388.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -1.4% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -0.7% | +8.2% | -8.9% | -3.9% |
| 3M | +0.5% | +8.7% | -8.2% | -3.1% |
| 6M | +6.6% | +29.1% | -22.4% | -4.6% |
| YTD | +41.3% | +53.7% | -12.4% | +17.9% |
| 1Y | +42.2% | +43.2% | -1.0% | +21.4% |
| 3Y | +83.4% | +21.4% | +62.0% | +61.9% |
| 5Y | +203.6% | +67.1% | +136.5% | +134.5% |
| 10Y | +139.9% | +176.6% | -36.6% | +54.7% |
| All | +566.3% | +1,954.9% | -1,388.7% | +151.8% |
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