+1,376.8%
BAC vs ADM
+1,908.9%
-532.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.1% | +3.8% | -2.7% | -0.6% |
| 30D | -0.4% | +9.8% | -10.1% | -4.7% |
| 3M | +16.9% | +2.1% | +14.8% | +15.2% |
| 6M | +26.6% | +27.5% | -0.9% | +11.8% |
| YTD | +15.8% | +50.2% | -34.4% | -5.6% |
| 1Y | +27.2% | +40.6% | -13.4% | +6.3% |
| 3Y | +132.4% | +17.2% | +115.2% | +102.4% |
| 5Y | +72.6% | +61.9% | +10.7% | +26.2% |
| 10Y | +389.7% | +159.3% | +230.5% | +189.5% |
| All | +1,376.8% | +1,908.9% | -532.1% | +318.8% |
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 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