+76.4%
BND vs ADM
+268.6%
-192.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.1% | +3.8% | -3.9% | -0.1% |
| 30D | -0.4% | +9.8% | -10.1% | -0.3% |
| 3M | -0.6% | +2.1% | -2.8% | -0.6% |
| 6M | -1.4% | +27.5% | -29.0% | -1.3% |
| YTD | -0.2% | +50.2% | -50.4% | +0.1% |
| 1Y | +1.3% | +40.6% | -39.3% | +1.6% |
| 3Y | +13.2% | +17.2% | -4.1% | +13.3% |
| 5Y | -1.6% | +61.9% | -63.4% | -1.0% |
| 10Y | +15.5% | +159.3% | -143.8% | +16.6% |
| All | +76.4% | +268.6% | -192.2% | +76.3% |
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