+1,383.2%
BP vs ADM
+1,583.8%
-200.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -3.1% | -11.8% | +8.7% | +0.8% |
| 3M | +6.2% | -11.3% | +17.5% | +10.2% |
| 6M | +4.8% | -10.0% | +14.8% | +8.1% |
| YTD | +35.2% | +25.9% | +9.3% | +24.8% |
| 1Y | +27.4% | +26.7% | +0.8% | +17.3% |
| 3Y | +49.8% | +8.1% | +41.6% | +40.7% |
| 5Y | +109.4% | +23.5% | +85.9% | +87.8% |
| 10Y | +135.7% | +128.2% | +7.5% | +74.6% |
| All | +1,383.2% | +1,583.8% | -200.6% | +631.6% |
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