+195.2%
BAH vs CAPR
-65.7%
+260.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | -0.2% |
| 7D | +1.7% | +5.9% | -4.2% | +1.7% |
| 30D | +20.8% | +44.6% | -23.8% | +20.5% |
| 3M | +11.6% | +126.4% | -114.8% | +10.9% |
| 6M | +23.1% | -68.6% | +91.7% | +23.3% |
| YTD | +5.3% | -67.0% | +72.2% | +5.3% |
| 1Y | +6.1% | +65.2% | -59.0% | +3.7% |
| 3Y | -27.5% | +235.6% | -263.1% | -30.3% |
| 5Y | +6.2% | +175.4% | -169.2% | +1.8% |
| All | +195.2% | -65.7% | +260.9% | +182.0% |
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