+134.9%
AS vs BAH
-35.8%
+170.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.0% |
| 7D | +6.9% | -3.5% | +10.5% | +7.4% |
| 30D | +16.0% | +24.3% | -8.3% | +13.0% |
| 3M | -12.8% | +16.3% | -29.2% | -14.5% |
| 6M | -15.4% | +13.6% | -29.0% | -16.9% |
| YTD | -15.7% | +3.5% | -19.2% | -16.7% |
| 1Y | +6.1% | +2.7% | +3.4% | +4.9% |
| All | +134.9% | -35.8% | +170.7% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling