+261.5%
ADM vs BAH
+1,056.2%
-794.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.2% |
| 7D | -9.0% | -3.5% | -5.5% | -8.3% |
| 30D | -14.0% | +24.3% | -38.2% | -18.1% |
| 3M | -9.2% | +16.3% | -25.5% | -12.4% |
| 6M | -9.2% | +13.6% | -22.7% | -12.4% |
| YTD | +24.2% | +3.5% | +20.7% | +21.1% |
| 1Y | +27.0% | +2.7% | +24.3% | +23.8% |
| 3Y | +6.6% | -26.6% | +33.2% | +8.4% |
| 5Y | +25.0% | +8.5% | +16.4% | +12.8% |
| 10Y | +100.2% | +225.1% | -124.8% | +34.6% |
| All | +261.5% | +1,056.2% | -794.7% | +58.6% |
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