+17.5%
BND vs ADM
+133.7%
-116.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | -1.4% | +4.2% | -5.6% | -1.4% |
| 30D | +0.6% | -12.8% | +13.4% | +0.6% |
| 3M | -1.6% | -8.5% | +6.9% | -1.6% |
| 6M | -1.5% | -10.9% | +9.4% | -1.5% |
| YTD | -1.5% | +29.4% | -30.9% | -1.5% |
| 1Y | -1.1% | +27.5% | -28.6% | -1.1% |
| 3Y | +13.6% | +10.3% | +3.3% | +13.4% |
| 5Y | -1.8% | +27.4% | -29.2% | -2.0% |
| All | +17.5% | +133.7% | -116.3% | +16.6% |
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