+216.1%
C vs BAH
-25.7%
+241.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -0.4% | +0.5% | -0.8% | -0.4% |
| 30D | -5.2% | +18.2% | -23.4% | -6.6% |
| 3M | -9.1% | +13.1% | -22.2% | -10.1% |
| 6M | -1.6% | +15.2% | -16.8% | -2.9% |
| YTD | +6.9% | +6.0% | +0.9% | +6.0% |
| 1Y | +23.0% | +3.1% | +19.9% | +22.1% |
| 3Y | +216.1% | -26.2% | +242.4% | +219.8% |
| All | +216.1% | -25.7% | +241.8% | +219.8% |
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