+3,800.0%
FIX vs BAH
+218.8%
+3,581.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.1% |
| 7D | -7.2% | -1.5% | -5.7% | -7.1% |
| 30D | -35.1% | +17.3% | -52.4% | -37.5% |
| 3M | -34.3% | +14.9% | -49.1% | -36.7% |
| 6M | -42.9% | +14.2% | -57.2% | -45.5% |
| YTD | +19.5% | +5.1% | +14.3% | +14.3% |
| 1Y | +16.8% | +2.1% | +14.7% | +12.7% |
| 3Y | +506.7% | -26.0% | +532.7% | +517.8% |
| 5Y | +1,046.7% | +9.0% | +1,037.7% | +858.4% |
| 10Y | +3,800.0% | +208.8% | +3,591.2% | +2,128.9% |
| All | +3,800.0% | +218.8% | +3,581.2% | +2,128.9% |
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