-11.9%
BA vs BAH
+5.1%
-16.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.2% |
| 30D | -7.1% | +20.8% | -27.9% | -8.7% |
| 3M | -25.5% | +11.6% | -37.1% | -26.3% |
| 6M | -28.7% | +23.1% | -51.8% | -29.9% |
| YTD | -21.0% | +5.3% | -26.3% | -20.2% |
| 1Y | -11.9% | +6.1% | -18.0% | -11.3% |
| All | -11.9% | +5.1% | -16.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling