+295.8%
AMD vs BAH
+7.8%
+288.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +44.7% | -2.6% | +47.3% | +44.9% |
| 30D | -3.3% | +20.4% | -23.7% | -5.0% |
| 3M | +21.2% | +11.9% | +9.3% | +19.8% |
| 6M | +30.6% | +17.1% | +13.4% | +28.4% |
| YTD | +173.3% | +5.5% | +167.8% | +171.8% |
| 1Y | +126.1% | +5.6% | +120.5% | +124.4% |
| 3Y | +393.5% | -26.5% | +420.1% | +410.7% |
| 5Y | +295.8% | +6.5% | +289.3% | +219.0% |
| All | +295.8% | +7.8% | +288.0% | +219.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling