+122.2%
ALL vs BAH
-3.4%
+125.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | 0.0% | -3.2% | +3.3% | +0.4% |
| 30D | -1.5% | +2.0% | -3.5% | -1.8% |
| 3M | +23.6% | -7.6% | +31.3% | +24.3% |
| 6M | +22.3% | -5.7% | +28.0% | +22.5% |
| YTD | +26.5% | -11.7% | +38.2% | +26.9% |
| 1Y | +27.0% | -27.4% | +54.4% | +30.8% |
| 3Y | +149.6% | -32.5% | +182.1% | +148.4% |
| All | +122.2% | -3.4% | +125.7% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling