+162.4%
ADM vs BAH
+182.5%
-20.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.1% | -4.3% | +4.3% | +0.8% |
| 30D | +11.0% | -4.5% | +15.5% | +11.9% |
| 3M | +6.0% | -7.6% | +13.6% | +7.3% |
| 6M | +26.9% | -10.6% | +37.5% | +28.9% |
| YTD | +50.0% | -12.6% | +62.6% | +51.9% |
| 1Y | +39.6% | -27.0% | +66.6% | +46.7% |
| 3Y | +18.5% | -31.5% | +50.0% | +20.4% |
| 5Y | +62.6% | -3.8% | +66.4% | +47.7% |
| 10Y | +162.4% | +183.9% | -21.5% | +106.8% |
| All | +162.4% | +182.5% | -20.1% | +106.8% |
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