+280.8%
C vs BAH
+1,056.2%
-775.4%
-56.5%
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% | +1.9% |
| 7D | -2.4% | -3.5% | +1.2% | -1.4% |
| 30D | -6.0% | +24.3% | -30.2% | -12.5% |
| 3M | -10.5% | +16.3% | -26.9% | -15.3% |
| 6M | -5.7% | +13.6% | -19.3% | -10.9% |
| YTD | +4.1% | +3.5% | +0.6% | +0.1% |
| 1Y | +20.5% | +2.7% | +17.8% | +15.8% |
| 3Y | +208.1% | -26.6% | +234.7% | +214.6% |
| 5Y | +110.4% | +8.5% | +101.9% | +78.2% |
| 10Y | +234.6% | +225.1% | +9.5% | +73.9% |
| All | +280.8% | +1,056.2% | -775.4% | -8.4% |
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