+1,590.3%
ADM vs BWA
+3,492.4%
-1,902.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.5% |
| 7D | +3.8% | +5.7% | -1.9% | +2.2% |
| 30D | +9.8% | +1.4% | +8.3% | +9.1% |
| 3M | +2.1% | -12.1% | +14.2% | +5.1% |
| 6M | +27.5% | +28.6% | -1.1% | +17.6% |
| YTD | +50.2% | +51.1% | -0.9% | +31.2% |
| 1Y | +40.6% | +55.9% | -15.3% | +21.4% |
| 3Y | +17.2% | +70.1% | -52.9% | -3.5% |
| 5Y | +61.9% | +90.7% | -28.8% | +26.0% |
| 10Y | +159.3% | +154.0% | +5.3% | +76.7% |
| All | +1,590.3% | +3,492.4% | -1,902.1% | +613.6% |
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