+334.7%
INTC vs BAH
-26.7%
+361.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +18.0% | -1.3% | +19.3% | +17.6% |
| 30D | +8.9% | -6.6% | +15.6% | +7.1% |
| 3M | -1.6% | -7.2% | +5.6% | +0.7% |
| 6M | +133.1% | -10.0% | +143.1% | +138.0% |
| YTD | +187.9% | -12.5% | +200.4% | +194.5% |
| 1Y | +334.7% | -27.9% | +362.6% | +362.6% |
| All | +334.7% | -26.7% | +361.4% | +362.6% |
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