+25.1%
BAX vs BAH
+1,056.2%
-1,031.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.5% |
| 7D | +12.1% | -3.5% | +15.7% | +13.0% |
| 30D | +7.6% | +24.3% | -16.7% | +2.2% |
| 3M | -4.5% | +16.3% | -20.8% | -8.1% |
| 6M | +52.0% | +13.6% | +38.4% | +46.4% |
| YTD | +35.1% | +3.5% | +31.7% | +31.7% |
| 1Y | +43.7% | +2.7% | +41.0% | +40.1% |
| 3Y | -20.9% | -26.6% | +5.6% | -19.1% |
| 5Y | -63.5% | +8.5% | -72.1% | -66.8% |
| 10Y | -36.0% | +225.1% | -261.1% | -54.9% |
| All | +25.1% | +1,056.2% | -1,031.1% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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