+283.8%
ADP vs BAH
+185.2%
+98.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -3.4% | -3.2% | -0.2% | -2.4% |
| 30D | +2.8% | +2.0% | +0.8% | +2.0% |
| 3M | +20.9% | -7.6% | +28.6% | +23.5% |
| 6M | +29.9% | -5.7% | +35.5% | +31.3% |
| YTD | +9.6% | -11.7% | +21.4% | +12.4% |
| 1Y | -5.3% | -27.4% | +22.1% | +3.0% |
| 3Y | +16.5% | -32.5% | +49.0% | +21.2% |
| 5Y | +49.4% | -3.3% | +52.7% | +29.4% |
| All | +283.8% | +185.2% | +98.6% | +131.0% |
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