+64.6%
BMY vs ADM
+171.4%
-106.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -1.0% |
| 7D | -4.8% | +1.4% | -6.2% | -5.1% |
| 30D | -0.7% | +8.2% | -8.9% | -2.5% |
| 3M | +15.3% | +8.7% | +6.6% | +12.9% |
| 6M | +8.5% | +29.1% | -20.5% | +1.7% |
| YTD | +23.4% | +53.7% | -30.2% | +10.8% |
| 1Y | +42.9% | +43.2% | -0.3% | +30.1% |
| 3Y | +22.0% | +21.4% | +0.6% | +13.6% |
| 5Y | +24.3% | +67.1% | -42.8% | +2.1% |
| 10Y | +64.6% | +176.6% | -112.0% | +10.7% |
| All | +64.6% | +171.4% | -106.8% | +10.7% |
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