+345.5%
INTC vs BAH
+1,077.1%
-731.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.6% |
| 7D | +7.3% | -1.6% | +8.9% | +7.4% |
| 30D | -38.3% | +18.0% | -56.3% | -40.6% |
| 3M | -36.0% | +11.4% | -47.5% | -37.9% |
| 6M | -51.7% | +17.7% | -69.4% | -54.2% |
| YTD | +69.4% | +5.4% | +64.0% | +62.6% |
| 1Y | +65.0% | +2.8% | +62.2% | +58.8% |
| 3Y | +63.0% | -26.7% | +89.6% | +64.6% |
| 5Y | +33.4% | +8.1% | +25.3% | +17.5% |
| 10Y | +121.2% | +202.5% | -81.3% | +48.8% |
| All | +345.5% | +1,077.1% | -731.6% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling