+202.5%
BAH vs NYT
+489.9%
-287.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | -2.5% | +4.6% | -7.0% | -3.2% |
| 3M | -0.9% | -9.6% | +8.6% | +0.6% |
| 6M | +1.5% | -14.0% | +15.5% | +3.7% |
| YTD | -8.0% | -2.8% | -5.1% | -7.8% |
| 1Y | -24.7% | +15.6% | -40.3% | -26.7% |
| 3Y | -28.4% | +56.3% | -84.7% | -34.1% |
| 5Y | +2.8% | +39.5% | -36.7% | -5.1% |
| All | +202.5% | +489.9% | -287.4% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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