+1,313.3%
LOW vs BAH
+1,079.0%
+234.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +0.1% | -2.6% | +2.7% | +0.8% |
| 30D | +21.3% | +20.4% | +0.9% | +15.5% |
| 3M | +6.0% | +11.9% | -5.9% | +2.6% |
| 6M | +2.6% | +17.1% | -14.5% | -2.5% |
| YTD | -3.6% | +5.5% | -9.1% | -6.9% |
| 1Y | -1.0% | +5.6% | -6.6% | -4.6% |
| 3Y | +24.2% | -26.5% | +50.7% | +27.8% |
| 5Y | +6.3% | +6.5% | -0.1% | -4.1% |
| 10Y | +294.1% | +203.0% | +91.1% | +165.0% |
| All | +1,313.3% | +1,079.0% | +234.3% | +588.0% |
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