-2.1%
BND vs ADM
+67.1%
-69.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.1% |
| 30D | -0.2% | +8.2% | -8.4% | -0.2% |
| 3M | -0.7% | +8.7% | -9.4% | -0.6% |
| 6M | -1.7% | +29.1% | -30.8% | -1.6% |
| YTD | -0.5% | +53.7% | -54.2% | -0.4% |
| 1Y | +0.4% | +43.2% | -42.9% | +0.4% |
| 3Y | +13.1% | +21.4% | -8.3% | +12.8% |
| 5Y | -2.1% | +67.1% | -69.2% | +0.2% |
| All | -2.1% | +67.1% | -69.2% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling