+133.6%
GOOG vs BAH
-3.4%
+137.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.6% | -1.3% | -0.2% | -1.4% |
| 30D | -7.7% | -6.6% | -1.0% | -7.0% |
| 3M | -9.3% | -7.2% | -2.2% | -8.7% |
| 6M | +7.4% | -10.0% | +17.4% | +8.4% |
| YTD | +4.9% | -12.5% | +17.3% | +5.6% |
| 1Y | +37.2% | -27.9% | +65.1% | +41.7% |
| 3Y | +141.6% | -31.4% | +173.0% | +140.0% |
| All | +133.6% | -3.4% | +137.0% | +104.0% |
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 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