+64.2%
ADM vs BAH
-3.4%
+67.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +3.8% | -3.2% | +7.0% | +4.2% |
| 30D | +9.8% | +2.0% | +7.7% | +9.4% |
| 3M | +2.1% | -7.6% | +9.8% | +3.1% |
| 6M | +27.5% | -5.7% | +33.2% | +27.9% |
| YTD | +50.2% | -11.7% | +61.9% | +51.5% |
| 1Y | +40.6% | -27.4% | +68.0% | +46.2% |
| 3Y | +17.2% | -32.5% | +49.8% | +16.0% |
| All | +64.2% | -3.4% | +67.6% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling