+26.6%
MAR vs BAH
-26.7%
+53.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -4.7% | -6.6% | +2.0% | -4.2% |
| 3M | -15.6% | -7.2% | -8.5% | -15.3% |
| 6M | +1.2% | -10.0% | +11.2% | +1.7% |
| YTD | +7.5% | -12.5% | +19.9% | +8.4% |
| 1Y | +26.6% | -27.9% | +54.5% | +30.6% |
| All | +26.6% | -26.7% | +53.4% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling