+7.2%
BAH vs M
-3.3%
+10.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.7% | +7.0% | -5.3% | +1.2% |
| 30D | +20.8% | +8.9% | +11.9% | +20.0% |
| 3M | +11.6% | +4.5% | +7.1% | +11.1% |
| 6M | +23.1% | +36.2% | -13.1% | +20.3% |
| YTD | +5.3% | +15.1% | -9.9% | +3.8% |
| 1Y | +6.1% | +27.4% | -21.3% | +4.0% |
| 3Y | -27.5% | +160.1% | -187.6% | -34.1% |
| All | +7.2% | -3.3% | +10.5% | +0.8% |
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