+3,049.3%
AMZN vs BAH
+886.2%
+2,163.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -3.0% | -3.2% | +0.3% | -2.3% |
| 30D | -5.2% | +2.0% | -7.2% | -5.6% |
| 3M | +1.9% | -7.6% | +9.5% | +3.2% |
| 6M | +19.2% | -5.7% | +24.9% | +19.6% |
| YTD | +12.0% | -11.7% | +23.7% | +13.2% |
| 1Y | +9.7% | -27.4% | +37.1% | +15.4% |
| 3Y | +87.2% | -32.5% | +119.7% | +93.6% |
| 5Y | +48.7% | -3.3% | +52.0% | +38.0% |
| 10Y | +569.3% | +186.0% | +383.3% | +380.7% |
| All | +3,049.3% | +886.2% | +2,163.1% | +1,616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling