-12.3%
BA vs ADM
+27.8%
-40.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.5% |
| 30D | -8.0% | -14.7% | +6.7% | -8.7% |
| 3M | -25.8% | -10.4% | -15.4% | -26.2% |
| 6M | -27.6% | -10.9% | -16.6% | -27.9% |
| YTD | -21.0% | +26.0% | -47.0% | -24.9% |
| 1Y | -12.3% | +26.5% | -38.7% | -16.8% |
| All | -12.3% | +27.8% | -40.0% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling