+98.9%
GOOGL vs BAH
+10.2%
+88.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +2.6% | +0.5% | +2.2% | +2.6% |
| 30D | -18.3% | +18.2% | -36.5% | -19.7% |
| 3M | -19.6% | +13.1% | -32.6% | -20.7% |
| 6M | -28.2% | +15.2% | -43.4% | -29.4% |
| YTD | -8.0% | +6.0% | -14.0% | -9.2% |
| 1Y | -0.7% | +3.1% | -3.8% | -1.8% |
| 3Y | +118.8% | -26.2% | +145.0% | +119.4% |
| 5Y | +98.9% | +9.3% | +89.5% | +69.4% |
| All | +98.9% | +10.2% | +88.7% | +69.4% |
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