+62.6%
ADM vs BBWI
-66.8%
+129.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | -0.1% | +1.6% | -1.6% | -0.2% |
| 30D | +11.0% | -6.2% | +17.2% | +11.4% |
| 3M | +6.0% | +4.3% | +1.7% | +5.2% |
| 6M | +26.9% | -7.2% | +34.1% | +26.7% |
| YTD | +50.0% | -3.0% | +53.0% | +48.6% |
| 1Y | +39.6% | -30.8% | +70.4% | +42.6% |
| 3Y | +18.5% | -43.4% | +61.9% | +20.5% |
| 5Y | +62.6% | -66.7% | +129.3% | +71.4% |
| All | +62.6% | -66.8% | +129.4% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling