-3.2%
BAH vs RBA
+39.8%
-43.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -1.3% | -1.9% | +0.6% | -1.0% |
| 30D | -6.6% | -13.0% | +6.4% | -4.3% |
| 3M | -7.2% | -23.1% | +16.0% | -2.9% |
| 6M | -10.0% | -22.6% | +12.6% | -6.1% |
| YTD | -12.5% | -20.4% | +7.9% | -9.1% |
| 1Y | -27.9% | -29.6% | +1.7% | -23.7% |
| 3Y | -31.4% | +26.6% | -58.0% | -34.2% |
| 5Y | -3.2% | +38.2% | -41.4% | -10.8% |
| All | -3.2% | +39.8% | -43.0% | -10.8% |
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