+143.3%
DELL vs BAH
+6.2%
+137.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -8.8% |
| 7D | -24.6% | +5.8% | -30.4% | -24.6% |
| 30D | -32.5% | +28.7% | -61.2% | -32.9% |
| 3M | -20.2% | +20.9% | -41.1% | -20.6% |
| 6M | +76.5% | +15.2% | +61.3% | +78.9% |
| YTD | +198.9% | +7.1% | +191.9% | +205.1% |
| 1Y | +143.3% | +6.4% | +136.9% | +142.0% |
| All | +143.3% | +6.2% | +137.1% | +142.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling