+875.6%
BAH vs NYT
+847.3%
+28.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | -6.6% | +2.8% | -9.4% | -7.2% |
| 3M | -7.2% | -9.2% | +2.1% | -5.6% |
| 6M | -10.0% | -17.1% | +7.1% | -6.9% |
| YTD | -12.5% | -3.2% | -9.2% | -12.3% |
| 1Y | -27.9% | +15.7% | -43.6% | -30.4% |
| 3Y | -31.4% | +55.7% | -87.1% | -38.2% |
| 5Y | -3.2% | +39.4% | -42.6% | -12.6% |
| 10Y | +191.5% | +485.6% | -294.1% | +80.5% |
| All | +875.6% | +847.3% | +28.3% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling