+746.7%
GOOGL vs BAH
+186.6%
+560.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.9% | -1.3% | -0.5% | -1.6% |
| 30D | -7.5% | -6.6% | -0.8% | -6.1% |
| 3M | -9.2% | -7.2% | -2.0% | -8.0% |
| 6M | +8.1% | -10.0% | +18.1% | +9.8% |
| YTD | +5.8% | -12.5% | +18.3% | +7.2% |
| 1Y | +38.3% | -27.9% | +66.3% | +46.5% |
| 3Y | +144.8% | -31.4% | +176.2% | +148.8% |
| 5Y | +132.5% | -3.2% | +135.8% | +102.9% |
| 10Y | +746.7% | +191.5% | +555.2% | +458.6% |
| All | +746.7% | +186.6% | +560.0% | +458.6% |
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