-22.1%
BA vs BAH
+8.3%
-30.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.2% |
| 7D | +1.1% | -3.5% | +4.6% | +1.6% |
| 30D | -7.9% | +24.3% | -32.2% | -11.2% |
| 3M | -25.3% | +16.3% | -41.6% | -27.2% |
| 6M | -24.6% | +13.6% | -38.2% | -26.5% |
| YTD | -20.1% | +3.5% | -23.6% | -21.4% |
| 1Y | -11.8% | +2.7% | -14.5% | -13.2% |
| 3Y | -10.1% | -26.6% | +16.4% | -11.2% |
| All | -22.1% | +8.3% | -30.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling