-56.4%
FICO vs BAH
+6.2%
-62.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +0.4% | +5.8% | -5.4% | -2.0% |
| 30D | +1.7% | +28.7% | -27.0% | -9.9% |
| 3M | -33.0% | +20.9% | -53.9% | -38.9% |
| 6M | -33.9% | +15.2% | -49.0% | -38.6% |
| YTD | -58.5% | +7.1% | -65.6% | -61.0% |
| 1Y | -56.4% | +6.4% | -62.7% | -58.7% |
| All | -56.4% | +6.2% | -62.5% | -58.7% |
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