+620.2%
ADI vs BAH
+198.8%
+421.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +9.5% | +1.7% | +7.8% | +9.1% |
| 30D | -1.4% | +20.8% | -22.2% | -5.2% |
| 3M | +4.7% | +11.6% | -6.8% | +2.0% |
| 6M | -7.4% | +23.1% | -30.5% | -12.5% |
| YTD | +48.1% | +5.3% | +42.8% | +43.4% |
| 1Y | +69.6% | +6.1% | +63.5% | +63.6% |
| 3Y | +144.4% | -27.5% | +171.9% | +150.5% |
| 5Y | +134.1% | +6.2% | +127.9% | +104.2% |
| All | +620.2% | +198.8% | +421.4% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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