+484.4%
IT vs BAH
+886.2%
-401.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.1% |
| 7D | -6.0% | -3.2% | -2.8% | -4.9% |
| 30D | 0.0% | +2.0% | -2.0% | -0.7% |
| 3M | +13.1% | -7.6% | +20.7% | +16.1% |
| 6M | +11.7% | -5.7% | +17.4% | +14.0% |
| YTD | -26.1% | -11.7% | -14.4% | -23.3% |
| 1Y | -21.3% | -27.4% | +6.1% | -13.7% |
| 3Y | -46.7% | -32.5% | -14.2% | -42.5% |
| 5Y | -40.5% | -3.3% | -37.2% | -44.2% |
| 10Y | +103.9% | +186.0% | -82.1% | +36.6% |
| All | +484.4% | +886.2% | -401.8% | +168.1% |
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