+672.3%
AU vs BAH
+207.9%
+464.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.3% | +4.3% | -8.5% | -4.6% |
| 30D | +7.3% | -2.5% | +9.8% | +7.5% |
| 3M | +26.3% | -0.9% | +27.3% | +26.1% |
| 6M | +1.8% | +1.5% | +0.3% | +1.2% |
| YTD | +26.8% | -8.0% | +34.8% | +26.6% |
| 1Y | +66.7% | -24.7% | +91.4% | +69.4% |
| 3Y | +579.1% | -28.4% | +607.5% | +580.7% |
| 5Y | +689.3% | +2.8% | +686.5% | +655.5% |
| All | +672.3% | +207.9% | +464.3% | +580.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling