+88.7%
AMZN vs BAH
-25.7%
+114.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +8.0% | +0.5% | +7.6% | +8.0% |
| 30D | +3.2% | +18.2% | -15.0% | +2.0% |
| 3M | -2.6% | +13.1% | -15.7% | -3.4% |
| 6M | -0.7% | +15.2% | -15.9% | -2.0% |
| YTD | +17.4% | +6.0% | +11.3% | +16.2% |
| 1Y | +9.0% | +3.1% | +5.9% | +8.2% |
| 3Y | +88.7% | -26.2% | +114.9% | +86.0% |
| All | +88.7% | -25.7% | +114.4% | +86.0% |
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 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