+183.9%
BAH vs CAPR
-77.1%
+261.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.9% |
| 7D | -4.3% | -9.5% | +5.2% | -4.3% |
| 30D | -4.5% | +121.5% | -126.0% | -5.0% |
| 3M | -7.6% | -65.4% | +57.8% | -7.4% |
| 6M | -10.6% | -67.5% | +56.9% | -10.4% |
| YTD | -12.6% | -68.6% | +56.0% | -12.4% |
| 1Y | -27.0% | +42.7% | -69.7% | -28.6% |
| 3Y | -31.5% | +43.4% | -74.8% | -33.7% |
| 5Y | -3.8% | +86.0% | -89.9% | -7.5% |
| 10Y | +183.9% | -77.4% | +261.3% | +162.9% |
| All | +183.9% | -77.1% | +261.1% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling