+102.6%
ADM vs BAH
+218.8%
-116.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -7.8% | -1.5% | -6.3% | -7.6% |
| 30D | -12.6% | +17.3% | -29.8% | -15.4% |
| 3M | -8.2% | +14.9% | -23.1% | -11.0% |
| 6M | -8.9% | +14.2% | -23.1% | -11.9% |
| YTD | +24.0% | +5.1% | +18.9% | +20.8% |
| 1Y | +26.2% | +2.1% | +24.1% | +23.6% |
| 3Y | +7.0% | -26.0% | +33.0% | +8.1% |
| 5Y | +24.9% | +9.0% | +15.9% | +10.8% |
| 10Y | +102.6% | +208.8% | -106.2% | +59.0% |
| All | +102.6% | +218.8% | -116.1% | +59.0% |
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 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