+3.6%
GOOG vs BAH
+6.2%
-2.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.3% |
| 7D | -10.7% | +5.8% | -16.5% | -10.7% |
| 30D | -16.4% | +28.7% | -45.1% | -16.5% |
| 3M | -23.4% | +20.9% | -44.3% | -23.4% |
| 6M | -24.2% | +15.2% | -39.4% | -23.9% |
| YTD | -8.3% | +7.1% | -15.3% | -7.6% |
| 1Y | +3.6% | +6.4% | -2.8% | +5.3% |
| All | +3.6% | +6.2% | -2.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling