+948.1%
FIX vs BAH
+8.3%
+939.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.9% | +5.5% |
| 7D | -17.5% | -3.5% | -13.9% | -17.4% |
| 30D | -41.6% | +24.3% | -65.8% | -42.0% |
| 3M | -40.6% | +16.3% | -56.9% | -41.0% |
| 6M | -49.4% | +13.6% | -63.0% | -49.5% |
| YTD | +9.2% | +3.5% | +5.7% | +8.9% |
| 1Y | +6.5% | +2.7% | +3.8% | +6.2% |
| 3Y | +448.7% | -26.6% | +475.3% | +462.9% |
| All | +948.1% | +8.3% | +939.8% | +833.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling