+338.2%
C vs BAH
+886.2%
-548.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.6% | -3.2% | +6.9% | +4.7% |
| 30D | +0.1% | +2.0% | -1.9% | -0.8% |
| 3M | +2.4% | -7.6% | +10.1% | +4.2% |
| 6M | +24.9% | -5.7% | +30.6% | +25.2% |
| YTD | +19.8% | -11.7% | +31.5% | +21.7% |
| 1Y | +44.9% | -27.4% | +72.2% | +56.2% |
| 3Y | +263.0% | -32.5% | +295.5% | +279.5% |
| 5Y | +129.5% | -3.3% | +132.9% | +101.0% |
| 10Y | +291.6% | +186.0% | +105.6% | +111.8% |
| All | +338.2% | +886.2% | -548.1% | +11.4% |
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