+322.7%
EAT vs BAH
-2.8%
+325.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.3% |
| 7D | -4.9% | -4.3% | -0.6% | -4.4% |
| 30D | -1.2% | -4.5% | +3.3% | -0.8% |
| 3M | +52.2% | -7.6% | +59.9% | +53.4% |
| 6M | +65.0% | -10.6% | +75.6% | +66.6% |
| YTD | +55.0% | -12.6% | +67.6% | +56.3% |
| 1Y | +42.1% | -27.0% | +69.1% | +46.7% |
| 3Y | +614.7% | -31.5% | +646.2% | +616.8% |
| 5Y | +322.7% | -3.8% | +326.6% | +293.9% |
| All | +322.7% | -2.8% | +325.6% | +293.9% |
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