+111.7%
INTC vs BAH
-2.8%
+114.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.9% | +10.0% | +9.1% |
| 7D | +17.4% | -4.3% | +21.8% | +17.6% |
| 30D | +2.8% | -4.5% | +7.2% | +2.9% |
| 3M | -5.3% | -7.6% | +2.3% | -4.2% |
| 6M | +140.6% | -10.6% | +151.2% | +143.8% |
| YTD | +183.1% | -12.6% | +195.7% | +185.3% |
| 1Y | +326.8% | -27.0% | +353.7% | +343.0% |
| 3Y | +179.4% | -31.5% | +210.9% | +171.3% |
| 5Y | +111.7% | -3.8% | +115.5% | +72.2% |
| All | +111.7% | -2.8% | +114.6% | +72.2% |
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