+1,158.0%
ALL vs BAH
+1,071.0%
+87.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | 0.0% | -3.2% | +3.2% | +0.7% |
| 30D | +12.8% | +19.5% | -6.7% | +8.4% |
| 3M | +4.7% | +11.1% | -6.4% | +2.1% |
| 6M | +24.9% | +16.3% | +8.6% | +19.9% |
| YTD | +30.0% | +4.8% | +25.2% | +26.2% |
| 1Y | +29.9% | +4.9% | +25.0% | +25.9% |
| 3Y | +117.5% | -27.0% | +144.6% | +122.0% |
| 5Y | +161.7% | +5.7% | +155.9% | +137.6% |
| 10Y | +377.1% | +201.0% | +176.1% | +236.5% |
| All | +1,158.0% | +1,071.0% | +87.0% | +534.6% |
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