-18.8%
IBM vs BAH
+2.1%
-20.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.0% |
| 30D | +8.4% | +17.3% | -8.9% | +1.4% |
| 3M | +4.5% | +14.9% | -10.4% | -1.5% |
| 6M | +7.9% | +14.2% | -6.4% | +0.6% |
| YTD | -15.2% | +5.1% | -20.3% | -20.0% |
| All | -18.8% | +2.1% | -20.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling