-23.1%
BA vs ADM
-6.4%
-16.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.6% |
| 7D | -0.1% | -7.5% | +7.4% | -1.1% |
| 30D | -9.1% | -14.3% | +5.2% | -11.2% |
| 3M | -28.2% | -8.6% | -19.6% | -29.0% |
| 6M | -23.1% | -9.9% | -13.3% | -24.7% |
| All | -23.1% | -6.4% | -16.7% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling