+97.4%
AR vs BAH
+6.1%
+91.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +7.4% | +1.7% | +5.7% | +7.1% |
| 30D | +5.8% | +20.8% | -15.0% | +2.6% |
| 3M | +5.2% | +11.6% | -6.4% | +3.2% |
| 6M | +5.4% | +23.1% | -17.7% | +1.6% |
| YTD | +12.4% | +5.3% | +7.2% | +9.7% |
| 1Y | +12.8% | +6.1% | +6.7% | +9.8% |
| 3Y | +47.2% | -27.5% | +74.7% | +45.5% |
| All | +97.4% | +6.1% | +91.2% | +55.1% |
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