+16,800.4%
FIX vs BAH
+886.2%
+15,914.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +6.0% | -3.2% | +9.3% | +7.0% |
| 30D | -7.2% | +2.0% | -9.2% | -8.0% |
| 3M | -15.9% | -7.6% | -8.2% | -14.9% |
| 6M | +12.7% | -5.7% | +18.4% | +12.0% |
| YTD | +72.8% | -11.7% | +84.5% | +72.6% |
| 1Y | +122.9% | -27.4% | +150.3% | +135.5% |
| 3Y | +774.3% | -32.5% | +806.9% | +802.4% |
| 5Y | +2,049.5% | -3.3% | +2,052.8% | +1,783.4% |
| 10Y | +5,821.5% | +186.0% | +5,635.5% | +3,285.6% |
| All | +16,800.4% | +886.2% | +15,914.2% | +5,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling