+176.6%
ADM vs BWA
+142.7%
+33.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +8.2% | -5.6% | +13.8% | +9.8% |
| 3M | +8.7% | -10.7% | +19.4% | +11.6% |
| 6M | +29.1% | +23.2% | +5.9% | +19.9% |
| YTD | +53.7% | +46.0% | +7.7% | +34.1% |
| 1Y | +43.2% | +51.2% | -7.9% | +23.3% |
| 3Y | +21.4% | +69.6% | -48.2% | -1.8% |
| 5Y | +67.1% | +86.6% | -19.5% | +27.0% |
| 10Y | +176.6% | +152.3% | +24.3% | +72.3% |
| All | +176.6% | +142.7% | +33.9% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling