+261.9%
AMD vs BAH
-22.8%
+284.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.2% | -18.4% | -17.2% |
| 7D | -28.6% | +6.0% | -34.6% | -28.5% |
| 30D | -37.7% | +31.1% | -68.8% | -37.4% |
| 3M | -16.1% | +25.2% | -41.3% | -15.8% |
| 6M | +13.8% | +18.9% | -5.1% | +15.1% |
| YTD | +88.8% | +8.3% | +80.5% | +92.3% |
| 1Y | +57.8% | +6.2% | +51.6% | +60.8% |
| All | +261.9% | -22.8% | +284.7% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling