+28.8%
BAC vs ADM
+38.4%
-9.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -0.7% | +11.0% | -11.8% | -0.9% |
| 3M | +16.9% | +6.0% | +10.9% | +16.7% |
| 6M | +29.6% | +26.9% | +2.7% | +28.2% |
| YTD | +15.3% | +50.0% | -34.8% | +9.8% |
| 1Y | +28.8% | +39.6% | -10.8% | +25.0% |
| All | +28.8% | +38.4% | -9.6% | +25.0% |
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