+195.9%
BAH vs M
-8.5%
+204.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -2.6% | +0.6% | -3.1% | -2.6% |
| 30D | +20.4% | +7.0% | +13.4% | +19.7% |
| 3M | +11.9% | +3.1% | +8.7% | +11.4% |
| 6M | +17.1% | +33.5% | -16.4% | +14.2% |
| YTD | +5.5% | +13.4% | -7.9% | +4.0% |
| 1Y | +5.6% | +22.4% | -16.8% | +3.4% |
| 3Y | -26.5% | +150.9% | -177.4% | -33.5% |
| 5Y | +6.5% | -3.0% | +9.5% | +1.6% |
| All | +195.9% | -8.5% | +204.4% | +160.6% |
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