+1,102.0%
ALL vs BAH
+1,056.2%
+45.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | 0.0% | -3.5% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | +13.8% | +24.3% | -10.5% | +8.4% |
| 3M | -7.0% | +16.3% | -23.3% | -10.3% |
| 6M | +18.0% | +13.6% | +4.4% | +13.9% |
| YTD | +24.2% | +3.5% | +20.7% | +20.9% |
| 1Y | +31.2% | +2.7% | +28.5% | +27.7% |
| 3Y | +107.5% | -26.6% | +134.1% | +111.2% |
| 5Y | +144.8% | +8.5% | +136.3% | +120.5% |
| 10Y | +375.8% | +225.1% | +150.7% | +230.2% |
| All | +1,102.0% | +1,056.2% | +45.8% | +508.0% |
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 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