+156.4%
MAR vs BAH
-2.8%
+159.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.2% |
| 7D | -1.7% | -4.3% | +2.6% | -1.2% |
| 30D | -6.9% | -4.5% | -2.4% | -6.4% |
| 3M | -15.8% | -7.6% | -8.2% | -15.2% |
| 6M | +1.9% | -10.6% | +12.6% | +3.0% |
| YTD | +6.6% | -12.6% | +19.2% | +7.6% |
| 1Y | +23.7% | -27.0% | +50.7% | +27.9% |
| 3Y | +64.6% | -31.5% | +96.1% | +68.0% |
| 5Y | +156.4% | -3.8% | +160.2% | +148.8% |
| All | +156.4% | -2.8% | +159.2% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling