-27.4%
BAH vs RJF
+7.8%
-35.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | +2.0% | -1.3% | +3.3% | +2.4% |
| 3M | -7.6% | +18.9% | -26.5% | -12.8% |
| 6M | -5.7% | +15.0% | -20.7% | -10.0% |
| YTD | -11.7% | +12.2% | -23.9% | -15.9% |
| 1Y | -27.4% | +5.6% | -33.0% | -31.0% |
| All | -27.4% | +7.8% | -35.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling