-27.5%
BAH vs FDS
-23.3%
-4.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | +20.8% | +14.8% | +6.0% | +15.4% |
| 3M | +11.6% | +16.3% | -4.7% | +5.8% |
| 6M | +23.1% | +66.2% | -43.1% | +4.9% |
| YTD | +5.3% | +16.2% | -11.0% | -4.1% |
| 1Y | +6.1% | +21.8% | -15.7% | -4.2% |
| 3Y | -27.5% | -23.9% | -3.6% | -31.8% |
| All | -27.5% | -23.3% | -4.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling