+1,507.0%
EAT vs BAH
+886.2%
+620.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | 0.0% | -3.2% | +3.3% | +0.8% |
| 30D | +1.9% | +2.0% | -0.1% | +1.2% |
| 3M | +68.7% | -7.6% | +76.3% | +70.7% |
| 6M | +66.9% | -5.7% | +72.6% | +67.0% |
| YTD | +60.4% | -11.7% | +72.1% | +62.1% |
| 1Y | +44.0% | -27.4% | +71.4% | +52.5% |
| 3Y | +604.7% | -32.5% | +637.2% | +631.9% |
| 5Y | +347.0% | -3.3% | +350.4% | +306.9% |
| 10Y | +390.8% | +186.0% | +204.8% | +242.4% |
| All | +1,507.0% | +886.2% | +620.8% | +694.2% |
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