+102.6%
ADM vs BBWI
-41.3%
+143.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -7.8% | -6.2% | -1.7% | -7.1% |
| 30D | -12.6% | +25.5% | -38.1% | -15.1% |
| 3M | -8.2% | +8.0% | -16.2% | -9.6% |
| 6M | -8.9% | +12.7% | -21.6% | -11.2% |
| YTD | +24.0% | +11.6% | +12.3% | +19.9% |
| 1Y | +26.2% | -0.9% | +27.0% | +23.0% |
| 3Y | +7.0% | -22.7% | +29.7% | +4.6% |
| 5Y | +24.9% | -67.2% | +92.0% | +34.5% |
| 10Y | +102.6% | -43.7% | +146.3% | +62.9% |
| All | +102.6% | -41.3% | +143.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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