+32.0%
FFIV vs BAH
+2.1%
+29.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | -33.8% | +17.3% | -51.0% | -35.4% |
| 3M | -20.6% | +14.9% | -35.5% | -22.3% |
| 6M | -10.2% | +14.2% | -24.5% | -11.6% |
| YTD | +24.5% | +5.1% | +19.4% | +19.9% |
| All | +32.0% | +2.1% | +29.9% | +28.2% |
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 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