+6.5%
BAH vs CAPR
+192.6%
-186.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.2% |
| 7D | -2.6% | +19.1% | -21.6% | -2.6% |
| 30D | +20.4% | +48.8% | -28.5% | +20.1% |
| 3M | +11.9% | +144.4% | -132.5% | +11.3% |
| 6M | +17.1% | -67.5% | +84.6% | +17.3% |
| YTD | +5.5% | -64.5% | +70.0% | +5.6% |
| 1Y | +5.6% | +74.4% | -68.8% | +3.3% |
| 3Y | -26.5% | +265.7% | -292.2% | -31.3% |
| 5Y | +6.5% | +196.0% | -189.5% | -1.3% |
| All | +6.5% | +192.6% | -186.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling