+464.8%
BAC vs BAH
+1,074.5%
-609.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.8% |
| 7D | +2.0% | -1.5% | +3.5% | +2.4% |
| 30D | -6.9% | +17.3% | -24.2% | -11.6% |
| 3M | -19.6% | +14.9% | -34.4% | -23.5% |
| 6M | -0.5% | +14.2% | -14.7% | -6.0% |
| YTD | -6.6% | +5.1% | -11.7% | -10.7% |
| 1Y | -3.0% | +2.1% | -5.0% | -6.6% |
| 3Y | +97.3% | -26.0% | +123.3% | +100.0% |
| 5Y | +21.9% | +9.0% | +12.9% | +2.7% |
| 10Y | +251.7% | +208.8% | +42.9% | +83.3% |
| All | +464.8% | +1,074.5% | -609.7% | +26.3% |
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 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