+313.7%
ADP vs BAH
+218.8%
+94.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | +11.5% | +17.3% | -5.7% | +5.6% |
| 3M | +12.0% | +14.9% | -2.8% | +6.6% |
| 6M | +43.8% | +14.2% | +29.6% | +36.3% |
| YTD | +20.1% | +5.1% | +14.9% | +15.8% |
| 1Y | +22.3% | +2.1% | +20.2% | +18.8% |
| 3Y | +43.3% | -26.0% | +69.3% | +45.9% |
| 5Y | +47.3% | +9.0% | +38.4% | +23.3% |
| 10Y | +313.7% | +208.8% | +104.9% | +150.8% |
| All | +313.7% | +218.8% | +94.9% | +150.8% |
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