+82.4%
F vs BAH
+886.2%
-803.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.8% |
| 7D | +5.3% | -3.2% | +8.6% | +6.2% |
| 30D | +4.6% | +2.0% | +2.6% | +4.0% |
| 3M | -3.7% | -7.6% | +4.0% | -2.1% |
| 6M | +16.8% | -5.7% | +22.5% | +17.1% |
| YTD | +15.3% | -11.7% | +27.0% | +16.5% |
| 1Y | +31.0% | -27.4% | +58.4% | +39.1% |
| 3Y | +45.4% | -32.5% | +78.0% | +51.8% |
| 5Y | +54.7% | -3.3% | +58.0% | +41.1% |
| 10Y | +98.2% | +186.0% | -87.8% | +26.6% |
| All | +82.4% | +886.2% | -803.8% | -29.3% |
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