+42.9%
BMY vs ADM
+6.0%
+37.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.0% |
| 30D | +6.2% | -13.3% | +19.5% | +8.0% |
| 3M | -2.1% | -13.4% | +11.2% | -0.6% |
| 6M | +14.3% | -9.6% | +23.9% | +15.1% |
| YTD | +21.6% | +23.0% | -1.4% | +16.4% |
| 1Y | +38.8% | +27.4% | +11.4% | +32.1% |
| 3Y | +42.9% | +5.7% | +37.3% | +34.7% |
| All | +42.9% | +6.0% | +37.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling