+363.8%
ALL vs BAH
+218.8%
+145.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -3.9% | -1.5% | -2.4% | -3.5% |
| 30D | +10.6% | +17.3% | -6.6% | +6.7% |
| 3M | -4.6% | +14.9% | -19.4% | -7.7% |
| 6M | +20.2% | +14.2% | +5.9% | +15.7% |
| YTD | +23.7% | +5.1% | +18.6% | +19.8% |
| 1Y | +27.9% | +2.1% | +25.8% | +24.5% |
| 3Y | +109.2% | -26.0% | +135.1% | +111.5% |
| 5Y | +148.0% | +9.0% | +139.0% | +114.7% |
| 10Y | +363.8% | +208.8% | +155.0% | +224.0% |
| All | +363.8% | +218.8% | +145.0% | +224.0% |
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