+1,073.0%
BAH vs BR
+1,129.2%
-56.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | +20.8% | +14.4% | +6.4% | +13.6% |
| 3M | +11.6% | +12.4% | -0.9% | +5.7% |
| 6M | +23.1% | +35.4% | -12.3% | +7.3% |
| YTD | +5.3% | -12.2% | +17.4% | +10.4% |
| 1Y | +6.1% | -12.7% | +18.9% | +11.7% |
| 3Y | -27.5% | +14.3% | -41.8% | -33.5% |
| 5Y | +6.2% | +19.3% | -13.1% | -6.8% |
| 10Y | +202.2% | +278.1% | -75.9% | +41.7% |
| All | +1,073.0% | +1,129.2% | -56.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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