+291.3%
IR vs BAH
+141.9%
+149.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | -2.8% | -3.2% | +0.4% | -2.1% |
| 30D | -15.1% | +2.0% | -17.1% | -15.7% |
| 3M | +6.1% | -7.6% | +13.7% | +7.7% |
| 6M | -16.8% | -5.7% | -11.1% | -16.6% |
| YTD | -3.5% | -11.7% | +8.2% | -2.3% |
| 1Y | -3.5% | -27.4% | +23.9% | +2.9% |
| 3Y | +9.5% | -32.5% | +42.0% | +14.2% |
| 5Y | +45.1% | -3.3% | +48.4% | +31.9% |
| All | +291.3% | +141.9% | +149.3% | +182.5% |
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