-59.7%
FICO vs BAH
+2.3%
-62.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.4% | -3.2% | +4.6% | +2.7% |
| 30D | -0.8% | +19.5% | -20.3% | -9.0% |
| 3M | -31.3% | +11.1% | -42.4% | -35.0% |
| 6M | -33.9% | +16.3% | -50.3% | -39.0% |
| YTD | -57.6% | +4.8% | -62.4% | -59.8% |
| 1Y | -59.7% | +4.9% | -64.5% | -62.1% |
| All | -59.7% | +2.3% | -62.0% | -62.1% |
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 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