+1.9%
B vs BAH
+1,079.0%
-1,077.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -6.2% | -2.6% | -3.6% | -6.0% |
| 30D | -6.6% | +20.4% | -27.0% | -8.2% |
| 3M | -7.9% | +11.9% | -19.7% | -8.9% |
| 6M | -16.8% | +17.1% | -33.9% | -18.3% |
| YTD | -11.7% | +5.5% | -17.2% | -12.8% |
| 1Y | +3.5% | +5.6% | -2.1% | +2.0% |
| 3Y | +165.7% | -26.5% | +192.3% | +168.0% |
| 5Y | +108.4% | +6.5% | +101.9% | +99.5% |
| 10Y | +212.7% | +203.0% | +9.6% | +163.4% |
| All | +1.9% | +1,079.0% | -1,077.1% | -35.5% |
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