+125.0%
BP vs ADM
+158.6%
-33.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +9.1% | +11.0% | -1.9% | +3.7% |
| 3M | +3.9% | +6.0% | -2.1% | +0.8% |
| 6M | +13.6% | +26.9% | -13.3% | +0.6% |
| YTD | +34.0% | +50.0% | -16.0% | +9.2% |
| 1Y | +39.2% | +39.6% | -0.4% | +16.7% |
| 3Y | +36.4% | +18.5% | +17.9% | +19.7% |
| 5Y | +135.8% | +62.6% | +73.2% | +65.1% |
| 10Y | +125.0% | +162.4% | -37.4% | +15.4% |
| All | +125.0% | +158.6% | -33.6% | +15.4% |
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