+32.9%
A vs BAH
-27.9%
+60.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -2.6% | +4.3% | -6.9% | -3.2% |
| 30D | -0.9% | -2.5% | +1.6% | -0.6% |
| 3M | +13.6% | -0.9% | +14.6% | +13.8% |
| 6M | +27.8% | +1.5% | +26.4% | +27.2% |
| YTD | +8.6% | -8.0% | +16.6% | +9.0% |
| 1Y | +16.9% | -24.7% | +41.6% | +21.5% |
| 3Y | +32.9% | -28.4% | +61.3% | +37.5% |
| All | +32.9% | -27.9% | +60.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling