+1,284.5%
ADM vs BWA
+2,583.4%
-1,298.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | -13.3% | -17.7% | +4.4% | -8.8% |
| 3M | -13.4% | -27.0% | +13.6% | -6.2% |
| 6M | -9.6% | -17.3% | +7.7% | -6.0% |
| YTD | +23.0% | +12.9% | +10.2% | +15.8% |
| 1Y | +27.4% | +12.9% | +14.5% | +19.8% |
| 3Y | +5.7% | +62.1% | -56.4% | -11.9% |
| 5Y | +22.1% | +30.7% | -8.6% | +5.1% |
| 10Y | +106.0% | +89.2% | +16.8% | +51.6% |
| All | +1,284.5% | +2,583.4% | -1,298.9% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling