+163.6%
FFIV vs BAH
+1,071.0%
-907.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.9% | -3.2% | +5.1% | +2.7% |
| 30D | -33.3% | +19.5% | -52.8% | -36.3% |
| 3M | -24.9% | +11.1% | -36.0% | -27.2% |
| 6M | -10.5% | +16.3% | -26.9% | -14.8% |
| YTD | +24.4% | +4.8% | +19.6% | +20.7% |
| 1Y | +32.3% | +4.9% | +27.4% | +28.1% |
| 3Y | +99.7% | -27.0% | +126.7% | +104.0% |
| 5Y | +38.4% | +5.7% | +32.7% | +24.5% |
| 10Y | +125.0% | +201.0% | -75.9% | +43.1% |
| All | +163.6% | +1,071.0% | -907.4% | +2.6% |
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