+150.5%
GOOGL vs BAH
-32.1%
+182.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +1.1% | -4.3% | +5.4% | +1.3% |
| 30D | -4.4% | -4.5% | 0.0% | -4.2% |
| 3M | -6.8% | -7.6% | +0.8% | -6.5% |
| 6M | +13.6% | -10.6% | +24.2% | +14.1% |
| YTD | +8.3% | -12.6% | +20.9% | +8.8% |
| 1Y | +44.9% | -27.0% | +71.9% | +47.3% |
| 3Y | +150.5% | -31.5% | +181.9% | +135.3% |
| All | +150.5% | -32.1% | +182.6% | +135.3% |
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 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