+1,545.4%
ADM vs BBWI
+1,159.1%
+386.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.8% | -4.2% | +2.4% | -1.2% |
| 30D | -13.3% | +24.9% | -38.1% | -16.6% |
| 3M | -13.4% | +13.2% | -26.6% | -15.7% |
| 6M | -9.6% | +12.1% | -21.7% | -12.7% |
| YTD | +23.0% | +11.1% | +12.0% | +17.5% |
| 1Y | +27.4% | +0.7% | +26.7% | +22.5% |
| 3Y | +5.7% | -23.8% | +29.4% | +2.6% |
| 5Y | +22.1% | -66.9% | +89.0% | +32.4% |
| 10Y | +106.0% | -45.3% | +151.3% | +77.0% |
| All | +1,545.4% | +1,159.1% | +386.3% | +531.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling