+236.0%
BA vs BAH
+1,056.2%
-820.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.8% |
| 7D | +1.1% | -3.5% | +4.6% | +2.1% |
| 30D | -7.9% | +24.3% | -32.2% | -13.7% |
| 3M | -25.3% | +16.3% | -41.6% | -28.8% |
| 6M | -24.6% | +13.6% | -38.2% | -28.2% |
| YTD | -20.1% | +3.5% | -23.6% | -22.8% |
| 1Y | -11.8% | +2.7% | -14.5% | -14.8% |
| 3Y | -10.1% | -26.6% | +16.4% | -8.5% |
| 5Y | -22.7% | +8.5% | -31.3% | -33.0% |
| 10Y | +35.1% | +225.1% | -190.0% | -13.4% |
| All | +236.0% | +1,056.2% | -820.2% | +51.4% |
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