+62.6%
ADM vs BWA
+88.6%
-26.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -0.1% | +4.3% | -4.3% | -1.0% |
| 30D | +11.0% | -2.9% | +13.9% | +11.6% |
| 3M | +6.0% | -12.4% | +18.4% | +8.7% |
| 6M | +26.9% | +28.6% | -1.6% | +18.9% |
| YTD | +50.0% | +48.2% | +1.8% | +34.3% |
| 1Y | +39.6% | +50.9% | -11.3% | +24.1% |
| 3Y | +18.5% | +72.2% | -53.6% | -0.5% |
| 5Y | +62.6% | +91.1% | -28.5% | +27.2% |
| All | +62.6% | +88.6% | -26.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling