-10.8%
BA vs BAH
-26.0%
+15.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -1.7% | -1.5% | -0.2% | -1.6% |
| 30D | -9.5% | +17.3% | -26.7% | -10.5% |
| 3M | -26.5% | +14.9% | -41.3% | -27.2% |
| 6M | -27.4% | +14.2% | -41.6% | -28.2% |
| YTD | -20.6% | +5.1% | -25.7% | -21.0% |
| 1Y | -11.4% | +2.1% | -13.5% | -11.8% |
| 3Y | -10.8% | -26.0% | +15.2% | -10.3% |
| All | -10.8% | -26.0% | +15.2% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling