+6,351.7%
AMD vs BAH
+220.7%
+6,131.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.4% | +15.5% | +12.3% |
| 7D | -11.0% | -3.5% | -7.5% | -10.4% |
| 30D | -30.5% | +24.3% | -54.7% | -35.3% |
| 3M | -8.2% | +16.3% | -24.5% | -13.4% |
| 6M | +6.6% | +13.6% | -7.0% | 0.0% |
| YTD | +109.7% | +3.5% | +106.2% | +100.0% |
| 1Y | +88.9% | +2.7% | +86.2% | +79.7% |
| 3Y | +301.8% | -26.6% | +328.4% | +308.2% |
| 5Y | +229.4% | +8.5% | +220.8% | +159.8% |
| All | +6,351.7% | +220.7% | +6,131.0% | +2,589.4% |
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 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