+137.7%
GOOGL vs BAH
-2.8%
+140.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.1% | -4.3% | +5.4% | +1.5% |
| 30D | -4.4% | -4.5% | 0.0% | -4.0% |
| 3M | -6.8% | -7.6% | +0.8% | -6.1% |
| 6M | +13.6% | -10.6% | +24.2% | +14.6% |
| YTD | +8.3% | -12.6% | +20.9% | +9.1% |
| 1Y | +44.9% | -27.0% | +71.9% | +49.4% |
| 3Y | +150.5% | -31.5% | +181.9% | +148.4% |
| 5Y | +137.7% | -3.8% | +141.5% | +107.2% |
| All | +137.7% | -2.8% | +140.5% | +107.2% |
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