+1,046.7%
FIX vs BAH
+9.2%
+1,037.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.4% |
| 7D | -7.2% | -1.5% | -5.7% | -7.2% |
| 30D | -35.1% | +17.3% | -52.4% | -35.5% |
| 3M | -34.3% | +14.9% | -49.1% | -34.6% |
| 6M | -42.9% | +14.2% | -57.2% | -43.0% |
| YTD | +19.5% | +5.1% | +14.3% | +19.1% |
| 1Y | +16.8% | +2.1% | +14.7% | +17.0% |
| 3Y | +506.7% | -26.0% | +532.7% | +524.1% |
| 5Y | +1,046.7% | +9.0% | +1,037.7% | +921.4% |
| All | +1,046.7% | +9.2% | +1,037.5% | +921.4% |
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