+267.9%
DIS vs BAH
+1,056.2%
-788.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3Y | +43.3% | -26.6% | +69.9% | +45.8% |
| 5Y | -31.4% | +8.5% | -40.0% | -38.7% |
| 10Y | +37.1% | +225.1% | -188.0% | -7.7% |
| All | +267.9% | +1,056.2% | -788.4% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling