+1,053.3%
BAH vs FDS
+345.0%
+708.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +24.3% | +20.2% | +4.1% | +16.2% |
| 3M | +16.3% | +19.9% | -3.5% | +8.4% |
| 6M | +13.6% | +56.2% | -42.6% | -4.2% |
| YTD | +3.5% | +14.6% | -11.1% | -3.5% |
| 1Y | +2.7% | +31.6% | -28.9% | -9.0% |
| 3Y | -26.6% | -23.8% | -2.8% | -22.9% |
| 5Y | +8.5% | -22.6% | +31.1% | +11.4% |
| 10Y | +225.1% | +139.3% | +85.8% | +110.1% |
| All | +1,053.3% | +345.0% | +708.3% | +479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling