+7.2%
DIS vs BAH
+2.0%
+5.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.3% |
| 7D | +5.2% | -3.5% | +8.8% | +5.8% |
| 30D | +11.5% | +24.3% | -12.8% | +7.6% |
| 3M | +11.5% | +16.3% | -4.8% | +8.6% |
| 6M | +8.9% | +13.6% | -4.7% | +5.5% |
| YTD | +3.4% | +3.5% | -0.1% | -0.4% |
| 1Y | +7.2% | +2.7% | +4.5% | +2.7% |
| All | +7.2% | +2.0% | +5.2% | +2.7% |
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