+121.0%
GOOG vs BAH
-26.8%
+147.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | -14.9% | +20.8% | -35.7% | -15.4% |
| 3M | -14.9% | +11.6% | -26.5% | -15.2% |
| 6M | -26.6% | +23.1% | -49.7% | -27.1% |
| YTD | -6.6% | +5.3% | -11.9% | -6.8% |
| 1Y | +5.1% | +6.1% | -1.1% | +4.7% |
| 3Y | +121.0% | -27.5% | +148.5% | +126.0% |
| All | +121.0% | -26.8% | +147.8% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling