-23.8%
FICO vs BAH
-22.8%
-0.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.6% |
| 7D | -0.3% | +6.0% | -6.3% | -1.8% |
| 30D | +1.7% | +31.1% | -29.4% | -6.0% |
| 3M | -35.2% | +25.2% | -60.3% | -39.2% |
| 6M | -33.7% | +18.9% | -52.6% | -37.2% |
| YTD | -58.2% | +8.3% | -66.5% | -59.7% |
| 1Y | -56.6% | +6.2% | -62.8% | -58.1% |
| All | -23.8% | -22.8% | -0.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling