+767.4%
GOOG vs BAH
+207.1%
+560.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -0.4% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | -3.6% | -2.9% | -0.7% | -3.1% |
| 3M | -6.4% | -1.3% | -5.1% | -6.6% |
| 6M | +7.8% | -0.9% | +8.7% | +7.1% |
| YTD | +5.5% | -8.2% | +13.7% | +5.7% |
| 1Y | +38.3% | -24.0% | +62.3% | +44.6% |
| 3Y | +143.1% | -28.1% | +171.2% | +144.6% |
| 5Y | +135.0% | +2.5% | +132.5% | +102.4% |
| All | +767.4% | +207.1% | +560.3% | +473.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling