+2,105.4%
FIX vs BAH
-3.4%
+2,108.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +6.0% | -3.2% | +9.3% | +6.3% |
| 30D | -7.2% | +2.0% | -9.2% | -7.5% |
| 3M | -15.9% | -7.6% | -8.2% | -14.8% |
| 6M | +12.7% | -5.7% | +18.4% | +13.2% |
| YTD | +72.8% | -11.7% | +84.5% | +73.5% |
| 1Y | +122.9% | -27.4% | +150.3% | +131.9% |
| 3Y | +774.3% | -32.5% | +806.9% | +775.0% |
| All | +2,105.4% | -3.4% | +2,108.9% | +1,784.9% |
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 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