+33.8%
FFIV vs BAH
+6.1%
+27.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -0.5% | +1.7% | -2.3% | -0.8% |
| 30D | -32.4% | +20.8% | -53.2% | -34.5% |
| 3M | -25.7% | +11.6% | -37.3% | -27.2% |
| 6M | -13.5% | +23.1% | -36.6% | -16.9% |
| YTD | +21.1% | +5.3% | +15.8% | +18.8% |
| 1Y | +29.4% | +6.1% | +23.3% | +26.7% |
| 3Y | +94.9% | -27.5% | +122.4% | +93.9% |
| All | +33.8% | +6.1% | +27.7% | +12.3% |
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 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