-41.1%
DIS vs BAH
-3.4%
-37.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -2.6% | -3.2% | +0.7% | -2.1% |
| 30D | +3.5% | +2.0% | +1.5% | +3.1% |
| 3M | +6.8% | -7.6% | +14.5% | +7.6% |
| 6M | +3.0% | -5.7% | +8.7% | +3.2% |
| YTD | -6.7% | -11.7% | +5.0% | -6.1% |
| 1Y | -10.1% | -27.4% | +17.3% | -7.2% |
| 3Y | +33.0% | -32.5% | +65.6% | +31.7% |
| All | -41.1% | -3.4% | -37.7% | -48.1% |
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 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