+3,653.2%
FIX vs BAH
+220.7%
+3,432.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.9% | +6.3% |
| 7D | -17.5% | -3.5% | -13.9% | -17.0% |
| 30D | -41.6% | +24.3% | -65.8% | -44.5% |
| 3M | -40.6% | +16.3% | -56.9% | -43.0% |
| 6M | -49.4% | +13.6% | -63.0% | -51.7% |
| YTD | +9.2% | +3.5% | +5.7% | +4.8% |
| 1Y | +6.5% | +2.7% | +3.8% | +2.2% |
| 3Y | +448.7% | -26.6% | +475.3% | +458.2% |
| 5Y | +948.7% | +8.5% | +940.2% | +772.6% |
| All | +3,653.2% | +220.7% | +3,432.5% | +1,892.3% |
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 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