+1,462.0%
BA vs ADM
+1,573.2%
-111.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -0.1% | -7.5% | +7.4% | +2.5% |
| 30D | -9.1% | -14.3% | +5.2% | -4.4% |
| 3M | -28.2% | -8.6% | -19.6% | -26.4% |
| 6M | -23.1% | -9.9% | -13.3% | -21.2% |
| YTD | -20.6% | +25.1% | -45.7% | -27.8% |
| 1Y | -12.7% | +28.8% | -41.6% | -21.6% |
| 3Y | -11.6% | +6.9% | -18.4% | -18.2% |
| 5Y | -23.1% | +25.9% | -49.0% | -34.0% |
| 10Y | +34.4% | +101.7% | -67.3% | -1.2% |
| All | +1,462.0% | +1,573.2% | -111.2% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling