-24.2%
AR vs BAH
+487.2%
-511.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +2.5% | -3.2% | +5.7% | +3.1% |
| 30D | +14.8% | +2.0% | +12.8% | +14.4% |
| 3M | +6.2% | -7.6% | +13.9% | +7.4% |
| 6M | +4.3% | -5.7% | +10.0% | +4.7% |
| YTD | +14.4% | -11.7% | +26.1% | +15.2% |
| 1Y | +21.3% | -27.4% | +48.7% | +26.5% |
| 3Y | +39.8% | -32.5% | +72.3% | +43.0% |
| 5Y | +142.1% | -3.3% | +145.4% | +126.8% |
| 10Y | +52.0% | +186.0% | -134.0% | +16.6% |
| All | -24.2% | +487.2% | -511.4% | -47.9% |
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