+46.1%
ASML vs BAH
+6.2%
+40.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.2% |
| 7D | -10.0% | +5.8% | -15.8% | -8.7% |
| 30D | -19.4% | +28.7% | -48.1% | -14.3% |
| 3M | -12.5% | +20.9% | -33.4% | -8.0% |
| 6M | +8.2% | +15.2% | -6.9% | +15.2% |
| YTD | +40.7% | +7.1% | +33.6% | +48.2% |
| 1Y | +46.1% | +6.4% | +39.8% | +58.2% |
| All | +46.1% | +6.2% | +40.0% | +58.2% |
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