-30.6%
AR vs BAH
+588.4%
-619.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.1% |
| 7D | -14.3% | -3.5% | -10.7% | -13.7% |
| 30D | +1.4% | +24.3% | -22.8% | -2.4% |
| 3M | +3.4% | +16.3% | -12.9% | +0.5% |
| 6M | -2.1% | +13.6% | -15.7% | -4.8% |
| YTD | +4.7% | +3.5% | +1.2% | +2.5% |
| 1Y | +10.6% | +2.7% | +7.9% | +8.3% |
| 3Y | +24.6% | -26.6% | +51.2% | +26.0% |
| 5Y | +71.9% | +8.5% | +63.4% | +57.8% |
| 10Y | +46.4% | +225.1% | -178.7% | +9.6% |
| All | -30.6% | +588.4% | -619.0% | -53.7% |
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