+391.8%
BAC vs ADM
+158.6%
+233.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -0.7% | +11.0% | -11.8% | -6.2% |
| 3M | +16.9% | +6.0% | +10.9% | +12.7% |
| 6M | +29.6% | +26.9% | +2.7% | +12.3% |
| YTD | +15.3% | +50.0% | -34.8% | -9.6% |
| 1Y | +28.8% | +39.6% | -10.8% | +4.5% |
| 3Y | +136.4% | +18.5% | +117.9% | +102.6% |
| 5Y | +72.9% | +62.6% | +10.3% | +8.6% |
| 10Y | +391.8% | +162.4% | +229.4% | +98.8% |
| All | +391.8% | +158.6% | +233.1% | +98.8% |
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 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