+20.5%
B vs BAH
+886.2%
-865.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | +9.4% | +2.0% | +7.4% | +9.2% |
| 3M | +5.0% | -7.6% | +12.6% | +5.5% |
| 6M | -3.5% | -5.7% | +2.1% | -3.5% |
| YTD | +4.5% | -11.7% | +16.2% | +4.9% |
| 1Y | +67.8% | -27.4% | +95.1% | +71.6% |
| 3Y | +196.7% | -32.5% | +229.2% | +200.9% |
| 5Y | +151.9% | -3.3% | +155.3% | +142.9% |
| 10Y | +202.2% | +186.0% | +16.2% | +155.0% |
| All | +20.5% | +886.2% | -865.7% | -22.3% |
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