+46.6%
ASML vs BAH
+2.1%
+44.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +6.6% |
| 7D | -0.8% | -1.5% | +0.7% | -1.2% |
| 30D | -14.9% | +17.3% | -32.1% | -11.4% |
| 3M | -13.0% | +14.9% | -27.8% | -9.3% |
| 6M | -4.7% | +14.2% | -18.9% | +1.1% |
| YTD | +42.3% | +5.1% | +37.2% | +49.2% |
| All | +46.6% | +2.1% | +44.5% | +55.7% |
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