-31.5%
BAH vs RJF
+76.7%
-108.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | -4.3% | +1.8% | -6.1% | -4.8% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -7.6% | +18.0% | -25.6% | -11.2% |
| 6M | -10.6% | +17.0% | -27.6% | -14.1% |
| YTD | -12.6% | +11.1% | -23.7% | -15.0% |
| 1Y | -27.0% | +8.0% | -34.9% | -28.7% |
| 3Y | -31.5% | +73.3% | -104.8% | -40.5% |
| All | -31.5% | +76.7% | -108.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling