+32.9%
DIS vs BAH
+211.3%
-178.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | +10.3% | +18.0% | -7.7% | +5.9% |
| 3M | +15.6% | +11.4% | +4.1% | +12.2% |
| 6M | +15.1% | +17.7% | -2.6% | +9.7% |
| YTD | +6.0% | +5.4% | +0.6% | +2.7% |
| 1Y | +5.7% | +2.8% | +2.9% | +2.9% |
| 3Y | +39.8% | -26.7% | +66.5% | +41.3% |
| 5Y | -23.9% | +8.1% | -31.9% | -34.1% |
| 10Y | +32.9% | +202.5% | -169.6% | -8.3% |
| All | +32.9% | +211.3% | -178.4% | -8.3% |
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 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