+1,530.5%
ADI vs BAH
+1,074.5%
+456.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.2% |
| 7D | -4.4% | -1.5% | -2.9% | -4.1% |
| 30D | -2.8% | +17.3% | -20.1% | -6.5% |
| 3M | +1.5% | +14.9% | -13.3% | -2.3% |
| 6M | -4.7% | +14.2% | -18.9% | -9.1% |
| YTD | +46.8% | +5.1% | +41.7% | +41.2% |
| 1Y | +74.9% | +2.1% | +72.8% | +69.2% |
| 3Y | +147.4% | -26.0% | +173.4% | +151.7% |
| 5Y | +131.9% | +9.0% | +122.9% | +104.2% |
| 10Y | +630.6% | +208.8% | +421.8% | +355.9% |
| All | +1,530.5% | +1,074.5% | +456.0% | +566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling