+137.8%
AS vs BAH
-34.3%
+172.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -1.9% |
| 7D | +4.5% | +0.5% | +4.0% | +4.4% |
| 30D | +13.2% | +18.2% | -5.0% | +11.0% |
| 3M | -11.9% | +13.1% | -25.0% | -13.3% |
| 6M | -11.6% | +15.2% | -26.8% | -13.3% |
| YTD | -14.7% | +6.0% | -20.7% | -15.9% |
| 1Y | +5.7% | +3.1% | +2.6% | +4.5% |
| All | +137.8% | -34.3% | +172.1% | +132.5% |
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