+1,341.9%
EAT vs BAH
+1,056.2%
+285.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.6% | -1.8% |
| 7D | -2.6% | -3.5% | +0.9% | -1.8% |
| 30D | +11.5% | +24.3% | -12.8% | +5.7% |
| 3M | -9.1% | +16.3% | -25.4% | -12.8% |
| 6M | +40.4% | +13.6% | +26.8% | +34.5% |
| YTD | +43.9% | +3.5% | +40.4% | +39.6% |
| 1Y | +101.9% | +2.7% | +99.2% | +95.6% |
| 3Y | +489.9% | -26.6% | +516.4% | +502.5% |
| 5Y | +362.6% | +8.5% | +354.1% | +310.4% |
| 10Y | +385.7% | +225.1% | +160.6% | +227.8% |
| All | +1,341.9% | +1,056.2% | +285.7% | +583.7% |
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