+1,655.9%
BMY vs ADM
+1,545.4%
+110.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | +6.2% | -13.3% | +19.5% | +9.5% |
| 3M | -2.1% | -13.4% | +11.2% | +0.7% |
| 6M | +14.3% | -9.6% | +23.9% | +16.2% |
| YTD | +21.6% | +23.0% | -1.4% | +14.9% |
| 1Y | +38.8% | +27.4% | +11.4% | +30.0% |
| 3Y | +42.9% | +5.7% | +37.3% | +36.8% |
| 5Y | +30.1% | +22.1% | +8.0% | +18.5% |
| 10Y | +58.2% | +106.0% | -47.8% | +24.7% |
| All | +1,655.9% | +1,545.4% | +110.5% | +626.4% |
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