+337.2%
ADM vs BAH
+886.2%
-549.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | +3.8% | -3.2% | +7.0% | +4.5% |
| 30D | +9.8% | +2.0% | +7.7% | +9.1% |
| 3M | +2.1% | -7.6% | +9.8% | +3.5% |
| 6M | +27.5% | -5.7% | +33.2% | +28.0% |
| YTD | +50.2% | -11.7% | +61.9% | +51.9% |
| 1Y | +40.6% | -27.4% | +68.0% | +48.3% |
| 3Y | +17.2% | -32.5% | +49.8% | +21.0% |
| 5Y | +61.9% | -3.3% | +65.2% | +49.7% |
| 10Y | +159.3% | +186.0% | -26.7% | +79.3% |
| All | +337.2% | +886.2% | -549.0% | +99.1% |
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