+76.0%
D vs BAH
-26.8%
+102.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | +9.0% | +18.0% | -9.0% | +8.2% |
| 3M | +1.0% | +11.4% | -10.5% | +0.4% |
| 6M | +11.0% | +17.7% | -6.7% | +9.9% |
| YTD | +19.8% | +5.4% | +14.4% | +18.6% |
| 1Y | +16.0% | +2.8% | +13.2% | +14.9% |
| All | +76.0% | -26.8% | +102.8% | +76.8% |
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