+270.0%
INTC vs BAH
+186.6%
+83.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +18.0% | -1.3% | +19.3% | +18.3% |
| 30D | +8.9% | -6.6% | +15.6% | +10.3% |
| 3M | -1.6% | -7.2% | +5.6% | -0.6% |
| 6M | +133.1% | -10.0% | +143.1% | +135.9% |
| YTD | +187.9% | -12.5% | +200.4% | +189.3% |
| 1Y | +334.7% | -27.9% | +362.6% | +359.6% |
| 3Y | +184.2% | -31.4% | +215.6% | +183.6% |
| 5Y | +116.0% | -3.2% | +119.2% | +82.4% |
| 10Y | +270.0% | +191.5% | +78.5% | +126.0% |
| All | +270.0% | +186.6% | +83.3% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling