+92.9%
FFIV vs BAH
-3.4%
+96.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | -1.0% | -3.2% | +2.3% | -0.4% |
| 30D | -5.1% | +2.0% | -7.1% | -5.4% |
| 3M | -4.5% | -7.6% | +3.2% | -3.3% |
| 6M | +36.5% | -5.7% | +42.1% | +37.3% |
| YTD | +53.0% | -11.7% | +64.7% | +54.8% |
| 1Y | +24.2% | -27.4% | +51.6% | +29.3% |
| 3Y | +137.2% | -32.5% | +169.7% | +136.2% |
| All | +92.9% | -3.4% | +96.3% | +69.1% |
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