+75.1%
AA vs BAH
+886.2%
-811.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.6% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | +5.0% | +2.0% | +3.0% | +4.2% |
| 3M | -35.8% | -7.6% | -28.2% | -34.4% |
| 6M | -18.4% | -5.7% | -12.7% | -18.1% |
| YTD | -5.5% | -11.7% | +6.2% | -3.9% |
| 1Y | +61.0% | -27.4% | +88.3% | +74.8% |
| 3Y | +66.2% | -32.5% | +98.8% | +75.1% |
| 5Y | +11.4% | -3.3% | +14.7% | -0.6% |
| 10Y | +116.9% | +186.0% | -69.1% | +26.1% |
| All | +75.1% | +886.2% | -811.1% | -41.9% |
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