+1,081.2%
BAH vs BB
-83.8%
+1,165.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +0.5% | +11.6% | -11.1% | -0.3% |
| 30D | +18.2% | +2.6% | +15.6% | +17.7% |
| 3M | +13.1% | +3.5% | +9.6% | +12.3% |
| 6M | +15.2% | +43.5% | -28.3% | +10.8% |
| YTD | +6.0% | +141.2% | -135.2% | -2.2% |
| 1Y | +3.1% | +97.4% | -94.3% | -3.6% |
| 3Y | -26.2% | +151.1% | -177.3% | -33.8% |
| 5Y | +9.3% | -12.8% | +22.1% | +4.4% |
| 10Y | +212.3% | +27.5% | +184.8% | +161.9% |
| All | +1,081.2% | -83.8% | +1,165.0% | +932.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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