-1.9%
BAH vs M
+27.3%
-29.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.0% | -1.6% |
| 7D | -3.2% | +4.7% | -8.0% | -3.5% |
| 30D | +2.0% | -9.6% | +11.6% | +2.6% |
| 3M | -7.6% | +0.9% | -8.5% | -7.8% |
| 6M | -5.7% | +22.3% | -27.9% | -7.1% |
| YTD | -11.7% | +6.5% | -18.2% | -12.4% |
| 1Y | -27.4% | +38.8% | -66.1% | -29.2% |
| 3Y | -32.5% | +115.9% | -148.4% | -37.6% |
| All | -1.9% | +27.3% | -29.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling