+9.4%
AMZN vs BAH
-24.1%
+33.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.5% |
| 7D | -2.7% | +2.4% | -5.1% | -2.9% |
| 30D | -7.5% | -2.9% | -4.5% | -7.3% |
| 3M | +5.8% | -1.3% | +7.2% | +5.2% |
| 6M | +17.5% | -0.9% | +18.4% | +16.6% |
| YTD | +9.1% | -8.2% | +17.4% | +8.6% |
| 1Y | +9.4% | -24.0% | +33.3% | +8.2% |
| All | +9.4% | -24.1% | +33.4% | +8.2% |
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