+74.4%
BND vs ADM
+209.1%
-134.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +0.8% | -14.7% | +15.5% | +0.7% |
| 3M | -1.2% | -10.4% | +9.2% | -1.3% |
| 6M | -1.4% | -10.9% | +9.6% | -1.4% |
| YTD | -1.3% | +26.0% | -27.3% | -1.1% |
| 1Y | -1.2% | +26.5% | -27.7% | -1.1% |
| 3Y | +13.7% | +8.2% | +5.5% | +13.8% |
| 5Y | -1.7% | +24.0% | -25.7% | -1.4% |
| 10Y | +17.2% | +128.4% | -111.2% | +18.2% |
| All | +74.4% | +209.1% | -134.7% | +74.1% |
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