+96.9%
AU vs BAH
-28.2%
+125.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.3% |
| 7D | -3.6% | -3.2% | -0.4% | -3.6% |
| 30D | +23.9% | +2.0% | +21.9% | +23.9% |
| 3M | +19.1% | -7.6% | +26.7% | +17.9% |
| 6M | -0.2% | -5.7% | +5.5% | -1.1% |
| YTD | +32.5% | -11.7% | +44.2% | +29.2% |
| 1Y | +96.9% | -27.4% | +124.3% | +104.1% |
| All | +96.9% | -28.2% | +125.2% | +104.1% |
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