+1,843.3%
GOOGL vs BAH
+1,084.3%
+759.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.6% | +0.5% | +2.2% | +2.5% |
| 30D | -18.3% | +18.2% | -36.5% | -21.4% |
| 3M | -19.6% | +13.1% | -32.6% | -22.0% |
| 6M | -28.2% | +15.2% | -43.4% | -31.1% |
| YTD | -8.0% | +6.0% | -14.0% | -11.0% |
| 1Y | -0.7% | +3.1% | -3.8% | -3.5% |
| 3Y | +118.8% | -26.2% | +145.0% | +122.6% |
| 5Y | +98.9% | +9.3% | +89.5% | +77.9% |
| 10Y | +643.6% | +212.3% | +431.3% | +409.7% |
| All | +1,843.3% | +1,084.3% | +759.0% | +844.2% |
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 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