+23.4%
BA vs ADM
+127.5%
-104.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -8.0% | -14.7% | +6.7% | -0.9% |
| 3M | -25.8% | -10.4% | -15.4% | -22.4% |
| 6M | -27.6% | -10.9% | -16.6% | -24.7% |
| YTD | -21.0% | +26.0% | -47.0% | -32.4% |
| 1Y | -12.3% | +26.5% | -38.7% | -25.3% |
| 3Y | -12.8% | +8.2% | -21.0% | -23.4% |
| 5Y | -22.4% | +24.0% | -46.4% | -43.3% |
| All | +23.4% | +127.5% | -104.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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