-27.5%
BAH vs ALC
+4.4%
-31.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -1.0% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | +20.8% | +16.0% | +4.7% | +16.8% |
| 3M | +11.6% | +0.8% | +10.7% | +11.1% |
| 6M | +23.1% | +16.8% | +6.3% | +19.1% |
| YTD | +5.3% | -5.5% | +10.8% | +5.4% |
| 1Y | +6.1% | -5.3% | +11.4% | +6.1% |
| 3Y | -27.5% | +4.1% | -31.6% | -28.9% |
| All | -27.5% | +4.4% | -31.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling