+1,326.9%
AAPL vs BAH
+211.3%
+1,115.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +1.8% | -1.6% | +3.3% | +2.1% |
| 30D | +4.3% | +18.0% | -13.7% | 0.0% |
| 3M | +16.6% | +11.4% | +5.2% | +13.2% |
| 6M | +21.6% | +17.7% | +3.9% | +15.5% |
| YTD | +31.2% | +5.4% | +25.8% | +26.1% |
| 1Y | +29.6% | +2.8% | +26.8% | +25.1% |
| 3Y | +93.1% | -26.7% | +119.8% | +94.9% |
| 5Y | +146.2% | +8.1% | +138.2% | +106.4% |
| 10Y | +1,326.9% | +202.5% | +1,124.3% | +789.9% |
| All | +1,326.9% | +211.3% | +1,115.5% | +789.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling