+138.2%
IBM vs BAH
+8.3%
+129.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +0.1% |
| 7D | -5.0% | -3.5% | -1.4% | -4.3% |
| 30D | +11.1% | +24.3% | -13.1% | +5.9% |
| 3M | +5.7% | +16.3% | -10.6% | +2.1% |
| 6M | +10.1% | +13.6% | -3.5% | +6.4% |
| YTD | -15.6% | +3.5% | -19.1% | -17.3% |
| 1Y | -19.5% | +2.7% | -22.2% | -21.1% |
| 3Y | +80.4% | -26.6% | +107.0% | +78.9% |
| All | +138.2% | +8.3% | +129.9% | +113.4% |
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