+6.5%
BAH vs RBA
+46.2%
-39.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | -2.6% | -0.5% | -2.0% | -2.4% |
| 30D | +20.4% | +6.8% | +13.5% | +18.7% |
| 3M | +11.9% | +9.5% | +2.4% | +9.7% |
| 6M | +17.1% | -8.2% | +25.3% | +18.3% |
| YTD | +5.5% | -7.7% | +13.3% | +6.5% |
| 1Y | +5.6% | -6.9% | +12.5% | +6.4% |
| 3Y | -26.5% | +61.6% | -88.2% | -32.7% |
| 5Y | +6.5% | +44.7% | -38.2% | -1.3% |
| All | +6.5% | +46.2% | -39.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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