+57.4%
INTC vs BAH
+6.2%
+51.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.2% | -3.1% |
| 7D | -39.0% | +5.8% | -44.8% | -37.0% |
| 30D | -49.8% | +28.7% | -78.5% | -44.4% |
| 3M | -42.2% | +20.9% | -63.1% | -37.0% |
| 6M | -39.2% | +15.2% | -54.3% | -31.6% |
| YTD | +57.9% | +7.1% | +50.8% | +77.9% |
| 1Y | +57.4% | +6.4% | +51.0% | +86.4% |
| All | +57.4% | +6.2% | +51.2% | +86.4% |
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 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