+559.1%
A vs BAH
+886.2%
-327.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.0% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | +6.9% | +2.0% | +4.9% | +6.2% |
| 3M | +9.2% | -7.6% | +16.9% | +11.1% |
| 6M | +25.7% | -5.7% | +31.4% | +26.2% |
| YTD | +11.5% | -11.7% | +23.3% | +13.1% |
| 1Y | +18.4% | -27.4% | +45.7% | +27.1% |
| 3Y | +26.6% | -32.5% | +59.1% | +33.8% |
| 5Y | -12.8% | -3.3% | -9.5% | -20.7% |
| 10Y | +247.2% | +186.0% | +61.2% | +109.8% |
| All | +559.1% | +886.2% | -327.1% | +120.3% |
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