+318.8%
ADP vs BAH
+211.3%
+107.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | +11.9% | +18.0% | -6.1% | +5.7% |
| 3M | +13.7% | +11.4% | +2.3% | +9.3% |
| 6M | +46.8% | +17.7% | +29.1% | +37.7% |
| YTD | +21.8% | +5.4% | +16.4% | +17.4% |
| 1Y | +23.5% | +2.8% | +20.8% | +19.7% |
| 3Y | +44.1% | -26.7% | +70.7% | +47.3% |
| 5Y | +49.9% | +8.1% | +41.8% | +25.9% |
| 10Y | +318.8% | +202.5% | +116.2% | +151.0% |
| All | +318.8% | +211.3% | +107.4% | +151.0% |
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