-9.7%
BDX vs BAH
-32.1%
+22.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -3.0% |
| 7D | -4.3% | -4.3% | +0.1% | -3.9% |
| 30D | +1.3% | -4.5% | +5.7% | +1.7% |
| 3M | +20.2% | -7.6% | +27.9% | +20.6% |
| 6M | +8.6% | -10.6% | +19.2% | +9.0% |
| YTD | +19.0% | -12.6% | +31.5% | +18.9% |
| 1Y | +21.2% | -27.0% | +48.2% | +23.2% |
| 3Y | -9.7% | -31.5% | +21.8% | -8.7% |
| All | -9.7% | -32.1% | +22.4% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling