+4,681.2%
DELL vs BAH
+190.6%
+4,490.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +14.9% | -3.2% | +18.1% | +15.7% |
| 30D | +13.3% | +2.0% | +11.3% | +12.3% |
| 3M | +24.4% | -7.6% | +32.0% | +26.1% |
| 6M | +258.0% | -5.7% | +263.7% | +260.0% |
| YTD | +320.2% | -11.7% | +331.9% | +326.7% |
| 1Y | +319.1% | -27.4% | +346.4% | +346.3% |
| 3Y | +706.5% | -32.5% | +739.1% | +742.6% |
| 5Y | +1,071.9% | -3.3% | +1,075.2% | +963.4% |
| 10Y | +4,683.5% | +186.0% | +4,497.5% | +3,183.3% |
| All | +4,681.2% | +190.6% | +4,490.7% | +3,147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling