+569.8%
DELL vs BAH
+6.1%
+563.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -7.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.7% |
| 30D | -32.1% | +20.8% | -52.9% | -34.0% |
| 3M | -30.2% | +11.6% | -41.8% | -31.6% |
| 6M | +41.7% | +23.1% | +18.6% | +36.5% |
| YTD | +176.6% | +5.3% | +171.3% | +172.4% |
| 1Y | +159.9% | +6.1% | +153.8% | +155.2% |
| 3Y | +388.0% | -27.5% | +415.5% | +402.1% |
| All | +569.8% | +6.1% | +563.7% | +532.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling