+2,876.0%
DELL vs BAH
+197.5%
+2,678.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +17.1% | -3.2% | +20.3% | +17.9% |
| 30D | -35.1% | +19.5% | -54.6% | -38.0% |
| 3M | -23.3% | +11.1% | -34.4% | -25.8% |
| 6M | +55.8% | +16.3% | +39.5% | +48.2% |
| YTD | +198.0% | +4.8% | +193.2% | +188.5% |
| 1Y | +166.6% | +4.9% | +161.7% | +157.5% |
| 3Y | +427.6% | -27.0% | +454.7% | +443.3% |
| 5Y | +630.6% | +5.7% | +624.9% | +550.0% |
| All | +2,876.0% | +197.5% | +2,678.5% | +1,747.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling