+16.2%
DIA vs BAH
-26.7%
+42.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.2% | -1.3% | +0.1% | -1.2% |
| 30D | -2.7% | -6.6% | +3.9% | -2.4% |
| 3M | +3.3% | -7.2% | +10.4% | +3.6% |
| 6M | +10.4% | -10.0% | +20.4% | +10.8% |
| YTD | +10.0% | -12.5% | +22.4% | +10.1% |
| 1Y | +16.2% | -27.9% | +44.1% | +17.2% |
| All | +16.2% | -26.7% | +42.9% | +17.2% |
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