+600.4%
BAC vs BAH
+886.2%
-285.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +1.1% | -3.2% | +4.3% | +2.1% |
| 30D | -0.4% | +2.0% | -2.4% | -1.2% |
| 3M | +16.9% | -7.6% | +24.5% | +19.0% |
| 6M | +26.6% | -5.7% | +32.3% | +27.0% |
| YTD | +15.8% | -11.7% | +27.5% | +17.5% |
| 1Y | +27.2% | -27.4% | +54.5% | +36.9% |
| 3Y | +132.4% | -32.5% | +164.9% | +141.3% |
| 5Y | +72.6% | -3.3% | +75.9% | +50.3% |
| 10Y | +389.7% | +186.0% | +203.7% | +158.9% |
| All | +600.4% | +886.2% | -285.9% | +66.1% |
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