-28.6%
BAH vs NYT
+55.5%
-84.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.8% |
| 7D | +2.4% | -0.7% | +3.2% | +2.6% |
| 30D | -2.9% | +4.5% | -7.4% | -4.0% |
| 3M | -1.3% | -8.5% | +7.2% | +0.3% |
| 6M | -0.9% | -15.1% | +14.2% | +2.2% |
| YTD | -8.2% | -3.3% | -4.9% | -7.7% |
| 1Y | -24.0% | +17.0% | -41.0% | -26.5% |
| All | -28.6% | +55.5% | -84.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling