+212.3%
BAH vs COO
+38.3%
+173.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.5% | +4.5% | -4.0% | -0.6% |
| 30D | +18.2% | +16.9% | +1.3% | +14.0% |
| 3M | +13.1% | -16.7% | +29.8% | +17.6% |
| 6M | +15.2% | +5.9% | +9.2% | +12.5% |
| YTD | +6.0% | -22.4% | +28.4% | +11.8% |
| 1Y | +3.1% | -10.1% | +13.2% | +4.6% |
| 3Y | -26.2% | -22.8% | -3.4% | -24.4% |
| 5Y | +9.3% | -41.4% | +50.7% | +20.0% |
| 10Y | +212.3% | +41.3% | +171.0% | +177.1% |
| All | +212.3% | +38.3% | +173.9% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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