+1,027.6%
FIX vs BAH
+6.1%
+1,021.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +9.4% | +1.7% | +7.7% | +9.4% |
| 30D | -27.8% | +20.8% | -48.6% | -28.3% |
| 3M | -35.6% | +11.6% | -47.1% | -35.8% |
| 6M | -45.2% | +23.1% | -68.3% | -45.8% |
| YTD | +19.5% | +5.3% | +14.2% | +19.1% |
| 1Y | +24.2% | +6.1% | +18.1% | +23.5% |
| 3Y | +494.2% | -27.5% | +521.6% | +516.0% |
| All | +1,027.6% | +6.1% | +1,021.4% | +912.4% |
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