+1,103.1%
DELL vs BAH
-3.8%
+1,106.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +25.6% | -4.3% | +30.0% | +26.4% |
| 30D | +17.7% | -4.5% | +22.1% | +18.3% |
| 3M | +33.4% | -7.6% | +41.0% | +34.9% |
| 6M | +266.2% | -10.6% | +276.8% | +272.0% |
| YTD | +328.0% | -12.6% | +340.6% | +334.5% |
| 1Y | +339.6% | -27.0% | +366.6% | +360.0% |
| 3Y | +694.6% | -31.5% | +726.1% | +715.6% |
| All | +1,103.1% | -3.8% | +1,106.9% | +1,047.1% |
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