+883.7%
BAH vs CAPR
-96.9%
+980.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -3.2% | -2.0% | -1.3% | -3.2% |
| 30D | +2.0% | +139.2% | -137.2% | +1.5% |
| 3M | -7.6% | -66.4% | +58.7% | -7.5% |
| 6M | -5.7% | -63.1% | +57.5% | -5.6% |
| YTD | -11.7% | -67.4% | +55.7% | -11.6% |
| 1Y | -27.4% | +58.2% | -85.6% | -28.6% |
| 3Y | -32.5% | +42.2% | -74.7% | -34.1% |
| 5Y | -3.3% | +87.3% | -90.6% | -6.0% |
| 10Y | +186.0% | -75.3% | +261.3% | +173.9% |
| All | +883.7% | -96.9% | +980.5% | +800.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling