+8,164.6%
AMD vs BAH
+211.3%
+7,953.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.5% |
| 7D | +13.1% | -1.6% | +14.7% | +13.4% |
| 30D | -7.0% | +18.0% | -25.0% | -11.9% |
| 3M | +16.6% | +11.4% | +5.1% | +11.6% |
| 6M | +20.5% | +17.7% | +2.8% | +12.0% |
| YTD | +158.2% | +5.4% | +152.8% | +145.2% |
| 1Y | +132.8% | +2.8% | +130.0% | +122.1% |
| 3Y | +366.2% | -26.7% | +392.9% | +376.3% |
| 5Y | +278.7% | +8.1% | +270.6% | +201.2% |
| 10Y | +8,164.6% | +202.5% | +7,962.0% | +3,474.7% |
| All | +8,164.6% | +211.3% | +7,953.2% | +3,474.7% |
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