+2,188.7%
GOOGL vs BAH
+886.2%
+1,302.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -2.3% | -3.2% | +1.0% | -1.6% |
| 30D | -6.6% | +2.0% | -8.6% | -7.1% |
| 3M | -8.9% | -7.6% | -1.3% | -7.8% |
| 6M | +11.9% | -5.7% | +17.5% | +12.3% |
| YTD | +8.3% | -11.7% | +20.1% | +9.5% |
| 1Y | +46.2% | -27.4% | +73.6% | +54.0% |
| 3Y | +151.9% | -32.5% | +184.4% | +160.3% |
| 5Y | +137.7% | -3.3% | +141.0% | +117.8% |
| 10Y | +757.6% | +186.0% | +571.6% | +501.2% |
| All | +2,188.7% | +886.2% | +1,302.5% | +1,061.4% |
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 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