+81.7%
BAH vs REPL
-6.0%
+87.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.4% |
| 7D | -3.2% | -3.0% | -0.3% | -3.2% |
| 30D | +2.0% | +27.1% | -25.1% | +1.6% |
| 3M | -7.6% | +52.4% | -60.0% | -9.0% |
| 6M | -5.7% | +107.4% | -113.1% | -9.1% |
| YTD | -11.7% | +54.7% | -66.5% | -14.3% |
| 1Y | -27.4% | +158.9% | -186.2% | -31.6% |
| 3Y | -32.5% | -23.7% | -8.8% | -37.5% |
| 5Y | -3.3% | -54.3% | +51.0% | -9.4% |
| All | +81.7% | -6.0% | +87.7% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling