+26.3%
ADM vs BBWI
-67.9%
+94.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | -9.0% | -6.2% | -2.8% | -8.6% |
| 30D | -14.0% | +19.9% | -33.9% | -15.2% |
| 3M | -9.2% | +7.1% | -16.3% | -9.9% |
| 6M | -9.2% | +13.7% | -22.8% | -10.7% |
| YTD | +24.2% | +9.6% | +14.6% | +21.8% |
| 1Y | +27.0% | -1.6% | +28.6% | +25.2% |
| 3Y | +6.6% | -25.9% | +32.5% | +5.5% |
| All | +26.3% | -67.9% | +94.2% | +34.0% |
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