+883.7%
BAH vs BG
+189.5%
+694.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -3.2% | +2.8% | -6.0% | -3.8% |
| 30D | +2.0% | +12.0% | -10.0% | -0.2% |
| 3M | -7.6% | -7.7% | +0.1% | -6.4% |
| 6M | -5.7% | +4.5% | -10.2% | -6.7% |
| YTD | -11.7% | +35.7% | -47.4% | -17.0% |
| 1Y | -27.4% | +50.1% | -77.4% | -33.1% |
| 3Y | -32.5% | +12.6% | -45.1% | -35.3% |
| 5Y | -3.3% | +75.4% | -78.8% | -16.6% |
| 10Y | +186.0% | +150.5% | +35.5% | +113.4% |
| All | +883.7% | +189.5% | +694.2% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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