+883.7%
BAH vs FDS
+309.8%
+573.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -0.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.6% |
| 30D | +2.0% | +9.0% | -7.0% | -1.2% |
| 3M | -7.6% | +18.9% | -26.5% | -13.7% |
| 6M | -5.7% | +35.1% | -40.8% | -16.3% |
| YTD | -11.7% | +5.5% | -17.2% | -14.9% |
| 1Y | -27.4% | -16.8% | -10.6% | -24.5% |
| 3Y | -32.5% | -28.1% | -4.5% | -27.4% |
| 5Y | -3.3% | -17.4% | +14.1% | -2.9% |
| 10Y | +186.0% | +85.4% | +100.6% | +103.4% |
| All | +883.7% | +309.8% | +573.9% | +411.6% |
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