-21.9%
AS vs BAH
-28.2%
+6.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.0% | +3.7% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -19.6% | +2.0% | -21.6% | -19.7% |
| 3M | -14.4% | -7.6% | -6.7% | -13.9% |
| 6M | -20.1% | -5.7% | -14.5% | -20.2% |
| YTD | -20.9% | -11.7% | -9.2% | -20.2% |
| 1Y | -21.9% | -27.4% | +5.5% | -17.6% |
| All | -21.9% | -28.2% | +6.4% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling