-27.8%
BAH vs REPL
+98.6%
-126.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -3.2% | +9.8% | -13.0% | -3.2% |
| 30D | +19.5% | +81.5% | -62.0% | +19.8% |
| 3M | +11.1% | +44.2% | -33.1% | +11.2% |
| 6M | +16.3% | +437.4% | -421.1% | +17.4% |
| YTD | +4.8% | +126.1% | -121.3% | +6.2% |
| 1Y | +4.9% | +143.1% | -138.2% | +6.3% |
| All | -27.8% | +98.6% | -126.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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