-57.9%
FICO vs BAH
+2.0%
-59.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.4% |
| 7D | -0.9% | -3.5% | +2.6% | +0.5% |
| 30D | +3.3% | +24.3% | -20.9% | -7.2% |
| 3M | -31.7% | +16.3% | -48.0% | -36.7% |
| 6M | -34.0% | +13.6% | -47.6% | -38.4% |
| YTD | -58.3% | +3.5% | -61.8% | -60.4% |
| 1Y | -57.9% | +2.7% | -60.6% | -60.3% |
| All | -57.9% | +2.0% | -59.9% | -60.3% |
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 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