+208.8%
BAH vs M
+3.7%
+205.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +1.0% |
| 7D | -1.5% | +2.5% | -4.0% | -1.7% |
| 30D | +17.3% | +10.1% | +7.2% | +16.3% |
| 3M | +14.9% | -0.9% | +15.8% | +14.8% |
| 6M | +14.2% | +30.2% | -15.9% | +11.6% |
| YTD | +5.1% | +16.3% | -11.2% | +3.4% |
| 1Y | +2.1% | +27.0% | -24.9% | -0.4% |
| 3Y | -26.0% | +154.5% | -180.5% | -33.1% |
| 5Y | +9.0% | -1.1% | +10.0% | +3.9% |
| 10Y | +208.8% | +0.5% | +208.3% | +172.4% |
| All | +208.8% | +3.7% | +205.1% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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