+358.3%
DELL vs BAH
-24.0%
+382.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.0% |
| 7D | +8.2% | +4.3% | +4.0% | +8.0% |
| 30D | +17.1% | -2.5% | +19.5% | +17.4% |
| 3M | +45.2% | -0.9% | +46.1% | +46.6% |
| 6M | +286.8% | +1.5% | +285.3% | +289.9% |
| YTD | +354.8% | -8.0% | +362.7% | +365.5% |
| 1Y | +358.3% | -24.7% | +383.0% | +373.5% |
| All | +358.3% | -24.0% | +382.3% | +373.5% |
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