+1,064.4%
BAC vs ADM
+1,561.3%
-496.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.2% | -9.0% | +7.8% | +3.0% |
| 30D | -7.7% | -14.0% | +6.3% | -1.5% |
| 3M | -21.2% | -9.2% | -12.0% | -18.2% |
| 6M | -6.8% | -9.2% | +2.3% | -3.9% |
| YTD | -8.7% | +24.2% | -32.9% | -19.3% |
| 1Y | -5.3% | +27.0% | -32.3% | -17.3% |
| 3Y | +87.4% | +6.6% | +80.8% | +69.2% |
| 5Y | +18.9% | +25.0% | -6.1% | -2.5% |
| 10Y | +273.3% | +100.2% | +173.1% | +147.1% |
| All | +1,064.4% | +1,561.3% | -496.9% | +258.2% |
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