+3,922.7%
DELL vs BAH
+207.1%
+3,715.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.8% | -10.2% | -6.5% |
| 7D | -1.9% | +2.4% | -4.3% | -2.6% |
| 30D | +14.9% | -2.9% | +17.8% | +15.4% |
| 3M | +37.2% | -1.3% | +38.6% | +36.6% |
| 6M | +254.0% | -0.9% | +254.9% | +251.4% |
| YTD | +306.1% | -8.2% | +314.4% | +308.3% |
| 1Y | +312.3% | -24.0% | +336.3% | +333.8% |
| 3Y | +654.0% | -28.1% | +682.1% | +673.1% |
| 5Y | +1,055.3% | +2.5% | +1,052.8% | +930.1% |
| All | +3,922.7% | +207.1% | +3,715.6% | +2,656.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling