+147.2%
AR vs BAH
-3.4%
+150.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +2.5% | -3.2% | +5.7% | +3.0% |
| 30D | +14.8% | +2.0% | +12.8% | +14.4% |
| 3M | +6.2% | -7.6% | +13.9% | +7.2% |
| 6M | +4.3% | -5.7% | +10.0% | +4.7% |
| YTD | +14.4% | -11.7% | +26.1% | +14.9% |
| 1Y | +21.3% | -27.4% | +48.7% | +26.1% |
| 3Y | +39.8% | -32.5% | +72.3% | +37.0% |
| All | +147.2% | -3.4% | +150.7% | +108.4% |
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