+108.5%
AMD vs BAH
+2.1%
+106.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.6% | +11.7% | +13.6% |
| 7D | +8.9% | -1.5% | +10.4% | +8.6% |
| 30D | -16.4% | +17.3% | -33.6% | -13.7% |
| 3M | +5.2% | +14.9% | -9.7% | +8.7% |
| 6M | +11.7% | +14.2% | -2.5% | +18.2% |
| YTD | +137.5% | +5.1% | +132.3% | +159.7% |
| All | +108.5% | +2.1% | +106.4% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling