+45.8%
AMZN vs BAH
-2.8%
+48.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | +0.8% | -4.3% | +5.1% | +1.4% |
| 30D | -6.4% | -4.5% | -1.9% | -5.8% |
| 3M | +4.8% | -7.6% | +12.4% | +5.6% |
| 6M | +20.5% | -10.6% | +31.1% | +21.7% |
| YTD | +11.3% | -12.6% | +23.9% | +12.3% |
| 1Y | +9.0% | -27.0% | +35.9% | +12.6% |
| 3Y | +85.9% | -31.5% | +117.4% | +84.4% |
| 5Y | +45.8% | -3.8% | +49.6% | +26.1% |
| All | +45.8% | -2.8% | +48.6% | +26.1% |
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