+21.3%
ADM vs BWA
+17.4%
+3.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.6% |
| 7D | -8.3% | -9.9% | +1.6% | -7.4% |
| 30D | -14.1% | -16.4% | +2.3% | -12.7% |
| 3M | -10.7% | -19.8% | +9.1% | -9.0% |
| 6M | -5.9% | -10.0% | +4.1% | -5.3% |
| YTD | +25.8% | +12.7% | +13.0% | +18.4% |
| 1Y | +21.3% | +15.7% | +5.6% | +13.4% |
| All | +21.3% | +17.4% | +3.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling