+5,831.7%
FIX vs BAH
+185.0%
+5,646.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +6.0% | -3.2% | +9.3% | +6.8% |
| 30D | -7.2% | +2.0% | -9.2% | -7.9% |
| 3M | -15.9% | -7.6% | -8.2% | -14.8% |
| 6M | +12.7% | -5.7% | +18.4% | +12.3% |
| YTD | +72.8% | -11.7% | +84.5% | +72.9% |
| 1Y | +122.9% | -27.4% | +150.3% | +135.4% |
| 3Y | +774.3% | -32.5% | +806.9% | +793.5% |
| 5Y | +2,049.5% | -3.3% | +2,052.8% | +1,733.2% |
| All | +5,831.7% | +185.0% | +5,646.8% | +3,497.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling