+34.2%
DIS vs BAH
+220.7%
-186.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.6% |
| 7D | +5.2% | -3.5% | +8.8% | +6.1% |
| 30D | +11.5% | +24.3% | -12.8% | +5.7% |
| 3M | +11.5% | +16.3% | -4.8% | +7.2% |
| 6M | +8.9% | +13.6% | -4.7% | +4.7% |
| YTD | +3.4% | +3.5% | -0.1% | +0.7% |
| 1Y | +7.2% | +2.7% | +4.5% | +4.3% |
| 3Y | +43.3% | -26.6% | +69.9% | +44.5% |
| 5Y | -31.4% | +8.5% | -40.0% | -40.9% |
| All | +34.2% | +220.7% | -186.5% | -8.8% |
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