-14.9%
A vs BAH
-2.8%
-12.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.5% |
| 7D | -2.1% | -4.3% | +2.3% | -1.3% |
| 30D | +0.6% | -4.5% | +5.1% | +1.4% |
| 3M | +10.9% | -7.6% | +18.5% | +12.3% |
| 6M | +28.2% | -10.6% | +38.8% | +30.2% |
| YTD | +8.6% | -12.6% | +21.1% | +10.0% |
| 1Y | +15.5% | -27.0% | +42.5% | +21.4% |
| 3Y | +31.8% | -31.5% | +63.3% | +35.2% |
| 5Y | -14.9% | -3.8% | -11.0% | -22.4% |
| All | -14.9% | -2.8% | -12.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling