+13,071.1%
BLK vs ADM
+1,317.8%
+11,753.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -3.1% | +11.0% | -14.1% | -7.3% |
| 3M | +10.7% | +6.0% | +4.7% | +7.5% |
| 6M | +15.9% | +26.9% | -11.0% | +4.0% |
| YTD | +4.0% | +50.0% | -46.0% | -12.9% |
| 1Y | +1.3% | +39.6% | -38.3% | -13.1% |
| 3Y | +69.6% | +18.5% | +51.0% | +49.8% |
| 5Y | +33.8% | +62.6% | -28.8% | +1.3% |
| 10Y | +276.2% | +162.4% | +113.7% | +130.2% |
| All | +13,071.1% | +1,317.8% | +11,753.3% | +4,911.2% |
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