+183.0%
AU vs BAH
+876.9%
-693.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | -4.3% | +4.1% | +0.2% |
| 30D | +12.8% | -4.5% | +17.2% | +13.2% |
| 3M | +28.5% | -7.6% | +36.1% | +29.2% |
| 6M | +4.8% | -10.6% | +15.4% | +5.5% |
| YTD | +31.0% | -12.6% | +43.5% | +31.5% |
| 1Y | +81.4% | -27.0% | +108.4% | +85.6% |
| 3Y | +618.4% | -31.5% | +649.9% | +627.1% |
| 5Y | +686.3% | -3.8% | +690.1% | +658.4% |
| 10Y | +664.5% | +183.9% | +480.6% | +540.8% |
| All | +183.0% | +876.9% | -693.9% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling