+311.3%
BA vs BAH
+886.2%
-574.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +1.2% | -3.2% | +4.4% | +2.1% |
| 30D | -11.6% | +2.0% | -13.6% | -12.3% |
| 3M | -2.4% | -7.6% | +5.3% | -0.7% |
| 6M | -6.6% | -5.7% | -1.0% | -6.3% |
| YTD | -2.2% | -11.7% | +9.5% | -0.7% |
| 1Y | -8.0% | -27.4% | +19.3% | -1.5% |
| 3Y | -5.0% | -32.5% | +27.5% | -1.3% |
| 5Y | -2.7% | -3.3% | +0.6% | -12.9% |
| 10Y | +75.9% | +186.0% | -110.1% | +17.5% |
| All | +311.3% | +886.2% | -574.9% | +94.7% |
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