+26.4%
ADM vs BAH
+2.9%
+23.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | -11.8% | +18.0% | -29.8% | -12.7% |
| 3M | -11.3% | +11.4% | -22.7% | -11.9% |
| 6M | -10.0% | +17.7% | -27.7% | -10.7% |
| YTD | +25.9% | +5.4% | +20.5% | +24.0% |
| All | +26.4% | +2.9% | +23.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling