+1,887.4%
GOOG vs BAH
+1,076.0%
+811.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.0% | +1.7% | +1.3% | +2.7% |
| 30D | -14.9% | +20.8% | -35.7% | -18.4% |
| 3M | -14.9% | +11.6% | -26.5% | -17.2% |
| 6M | -26.6% | +23.1% | -49.7% | -30.5% |
| YTD | -6.6% | +5.3% | -11.9% | -9.5% |
| 1Y | +5.1% | +6.1% | -1.1% | +1.4% |
| 3Y | +121.0% | -27.5% | +148.5% | +125.9% |
| 5Y | +97.3% | +6.2% | +91.1% | +77.9% |
| 10Y | +683.2% | +202.2% | +481.0% | +440.4% |
| All | +1,887.4% | +1,076.0% | +811.4% | +866.0% |
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 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