+117.1%
AMAT vs BAH
+12.6%
+104.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.7% | -13.6% |
| 7D | -24.3% | +6.0% | -30.3% | -24.6% |
| 30D | -39.8% | +31.1% | -70.9% | -40.9% |
| 3M | -40.2% | +25.2% | -65.3% | -41.2% |
| 6M | -22.1% | +18.9% | -41.0% | -22.9% |
| YTD | +24.7% | +8.3% | +16.4% | +24.2% |
| 1Y | +33.3% | +6.2% | +27.1% | +33.1% |
| 3Y | +133.9% | -22.8% | +156.6% | +142.7% |
| 5Y | +117.1% | +13.6% | +103.5% | +84.9% |
| All | +117.1% | +12.6% | +104.4% | +84.9% |
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 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