+74.7%
IBM vs BAH
-32.4%
+107.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | +0.3% | +2.0% | -1.7% | -0.1% |
| 3M | -21.6% | -7.6% | -14.0% | -20.9% |
| 6M | -4.7% | -5.7% | +1.0% | -4.3% |
| YTD | -19.1% | -11.7% | -7.4% | -18.1% |
| 1Y | -2.5% | -27.4% | +24.9% | 0.0% |
| All | +74.7% | -32.4% | +107.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling