+678.6%
AU vs BAH
+2.5%
+676.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.0% |
| 6M | +1.8% | +1.5% | +0.3% | +1.1% |
| YTD | +26.8% | -8.0% | +34.8% | +26.3% |
| 1Y | +66.7% | -24.7% | +91.4% | +69.5% |
| 3Y | +579.1% | -28.4% | +607.5% | +566.7% |
| All | +678.6% | +2.5% | +676.1% | +615.0% |
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