+492.2%
IT vs BAH
+1,084.3%
-592.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -7.5% | +0.5% | -8.0% | -7.6% |
| 30D | -1.2% | +18.2% | -19.4% | -6.7% |
| 3M | -2.2% | +13.1% | -15.3% | -6.3% |
| 6M | +19.1% | +15.2% | +3.9% | +13.6% |
| YTD | -25.1% | +6.0% | -31.1% | -27.0% |
| 1Y | -17.4% | +3.1% | -20.5% | -19.0% |
| 3Y | -54.1% | -26.2% | -27.9% | -51.9% |
| 5Y | -42.7% | +9.3% | -52.0% | -48.3% |
| 10Y | +88.1% | +212.3% | -124.1% | +21.6% |
| All | +492.2% | +1,084.3% | -592.0% | +155.1% |
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