+8,732.2%
AMD vs BAH
+186.6%
+8,545.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +14.0% | -1.3% | +15.3% | +14.4% |
| 30D | +11.0% | -6.6% | +17.6% | +13.1% |
| 3M | +9.6% | -7.2% | +16.7% | +11.1% |
| 6M | +157.1% | -10.0% | +167.1% | +161.3% |
| YTD | +143.3% | -12.5% | +155.8% | +146.6% |
| 1Y | +234.4% | -27.9% | +262.3% | +261.6% |
| 3Y | +391.2% | -31.4% | +422.6% | +402.2% |
| 5Y | +390.9% | -3.2% | +394.1% | +296.6% |
| 10Y | +8,732.2% | +191.5% | +8,540.7% | +3,502.8% |
| All | +8,732.2% | +186.6% | +8,545.6% | +3,502.8% |
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