+36.3%
DIS vs BAH
+210.6%
-174.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | +10.3% | +18.2% | -7.9% | +5.9% |
| 3M | +15.5% | +13.1% | +2.5% | +11.8% |
| 6M | +11.2% | +15.2% | -4.0% | +6.5% |
| YTD | +5.6% | +6.0% | -0.4% | +2.2% |
| 1Y | +7.7% | +3.1% | +4.6% | +4.8% |
| 3Y | +39.3% | -26.2% | +65.5% | +40.6% |
| 5Y | -29.5% | +9.3% | -38.8% | -39.3% |
| 10Y | +36.3% | +212.3% | -176.0% | -7.1% |
| All | +36.3% | +210.6% | -174.4% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling