-31.9%
DIS vs BAH
+8.3%
-40.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.2% |
| 7D | +5.2% | -3.5% | +8.8% | +5.8% |
| 30D | +11.5% | +24.3% | -12.8% | +8.0% |
| 3M | +11.5% | +16.3% | -4.8% | +8.9% |
| 6M | +8.9% | +13.6% | -4.7% | +6.2% |
| YTD | +3.4% | +3.5% | -0.1% | +1.6% |
| 1Y | +7.2% | +2.7% | +4.5% | +5.3% |
| 3Y | +43.3% | -26.6% | +69.9% | +40.7% |
| All | -31.9% | +8.3% | -40.2% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling