+113.0%
BAH vs REPL
+35.1%
+77.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.0% | -12.4% | -4.6% |
| 7D | -3.5% | +22.8% | -26.3% | -3.9% |
| 30D | +24.3% | +63.8% | -39.5% | +23.2% |
| 3M | +16.3% | +68.1% | -51.8% | +15.2% |
| 6M | +13.6% | +528.5% | -514.9% | +8.2% |
| YTD | +3.5% | +122.4% | -118.9% | -0.2% |
| 1Y | +2.7% | +154.4% | -151.7% | -1.4% |
| 3Y | -26.6% | +68.0% | -94.6% | -34.3% |
| 5Y | +8.5% | -35.4% | +43.9% | +1.2% |
| All | +113.0% | +35.1% | +77.9% | +76.0% |
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