+253.4%
DD vs BAH
+886.2%
-632.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | -3.5% | -3.2% | -0.3% | -2.7% |
| 30D | -10.3% | +2.0% | -12.3% | -10.9% |
| 3M | -7.5% | -7.6% | +0.1% | -6.1% |
| 6M | -8.0% | -5.7% | -2.3% | -8.0% |
| YTD | +10.5% | -11.7% | +22.2% | +11.4% |
| 1Y | +38.3% | -27.4% | +65.6% | +47.2% |
| 3Y | +42.5% | -32.5% | +75.0% | +48.2% |
| 5Y | +60.2% | -3.3% | +63.5% | +44.5% |
| 10Y | +68.9% | +186.0% | -117.1% | +4.2% |
| All | +253.4% | +886.2% | -632.8% | +21.3% |
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