+42.1%
EAT vs BAH
-27.4%
+69.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.4% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | -1.2% | -4.5% | +3.3% | -1.2% |
| 3M | +52.2% | -7.6% | +59.9% | +52.8% |
| 6M | +65.0% | -10.6% | +75.6% | +65.6% |
| YTD | +55.0% | -12.6% | +67.6% | +55.8% |
| 1Y | +42.1% | -27.0% | +69.1% | +37.4% |
| All | +42.1% | -27.4% | +69.5% | +37.4% |
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