+323.2%
INTC vs BAH
+1,074.5%
-751.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.8% |
| 30D | -43.3% | +17.3% | -60.6% | -45.3% |
| 3M | -41.6% | +14.9% | -56.5% | -43.7% |
| 6M | -52.5% | +14.2% | -66.7% | -54.6% |
| YTD | +60.9% | +5.1% | +55.8% | +54.5% |
| 1Y | +55.7% | +2.1% | +53.6% | +50.1% |
| 3Y | +59.2% | -26.0% | +85.2% | +60.2% |
| 5Y | +25.0% | +9.0% | +16.1% | +9.9% |
| 10Y | +109.3% | +208.8% | -99.5% | +40.2% |
| All | +323.2% | +1,074.5% | -751.4% | +106.2% |
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 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