+1,908.9%
ADM vs BBWI
+1,034.6%
+874.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.2% |
| 7D | +3.8% | +1.5% | +2.3% | +3.5% |
| 30D | +9.8% | -5.2% | +14.9% | +10.4% |
| 3M | +2.1% | +11.1% | -9.0% | -0.5% |
| 6M | +27.5% | -13.4% | +40.9% | +28.1% |
| YTD | +50.2% | +0.1% | +50.1% | +46.7% |
| 1Y | +40.6% | -36.1% | +76.7% | +46.6% |
| 3Y | +17.2% | -44.1% | +61.3% | +20.5% |
| 5Y | +61.9% | -66.2% | +128.1% | +75.1% |
| 10Y | +159.3% | -54.8% | +214.0% | +131.2% |
| All | +1,908.9% | +1,034.6% | +874.2% | +688.0% |
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 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