+664.7%
A vs BAH
+1,056.2%
-391.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +3.0% |
| 7D | -0.1% | -3.5% | +3.5% | +0.9% |
| 30D | +3.4% | +24.3% | -20.9% | -3.3% |
| 3M | +23.8% | +16.3% | +7.5% | +17.7% |
| 6M | +49.0% | +13.6% | +35.4% | +41.4% |
| YTD | +29.4% | +3.5% | +25.9% | +24.5% |
| 1Y | +19.4% | +2.7% | +16.7% | +14.8% |
| 3Y | +66.2% | -26.6% | +92.8% | +71.3% |
| 5Y | +15.8% | +8.5% | +7.3% | +1.8% |
| 10Y | +326.1% | +225.1% | +101.0% | +147.5% |
| All | +664.7% | +1,056.2% | -391.5% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling