+67.7%
ASML vs BAH
+12.6%
+55.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.4% |
| 7D | -19.0% | +6.0% | -25.1% | -19.4% |
| 30D | -25.9% | +31.1% | -57.0% | -27.4% |
| 3M | -19.1% | +25.2% | -44.2% | -20.6% |
| 6M | -5.7% | +18.9% | -24.6% | -7.0% |
| YTD | +27.6% | +8.3% | +19.3% | +26.4% |
| 1Y | +30.8% | +6.2% | +24.6% | +29.9% |
| 3Y | +116.2% | -22.8% | +139.0% | +119.3% |
| 5Y | +67.7% | +13.6% | +54.1% | +38.6% |
| All | +67.7% | +12.6% | +55.1% | +38.6% |
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 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