+16.3%
FIX vs BAH
+3.0%
+13.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.7% |
| 7D | +17.0% | -2.6% | +19.6% | +16.0% |
| 30D | -30.6% | +20.4% | -50.9% | -26.0% |
| 3M | -35.0% | +11.9% | -46.9% | -31.9% |
| 6M | -44.0% | +17.1% | -61.1% | -38.5% |
| YTD | +21.1% | +5.5% | +15.6% | +25.7% |
| 1Y | +16.3% | +5.6% | +10.6% | +18.0% |
| All | +16.3% | +3.0% | +13.2% | +18.0% |
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