-10.6%
BA vs ADM
+6.9%
-17.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -0.1% | -7.5% | +7.4% | +0.7% |
| 30D | -9.1% | -14.3% | +5.2% | -7.7% |
| 3M | -28.2% | -8.6% | -19.6% | -27.7% |
| 6M | -23.1% | -9.9% | -13.3% | -22.6% |
| YTD | -20.6% | +25.1% | -45.7% | -24.2% |
| 1Y | -12.7% | +28.8% | -41.6% | -17.1% |
| All | -10.6% | +6.9% | -17.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling