+1.3%
NDAQ vs BAH
-27.4%
+28.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -2.6% | -4.3% | +1.8% | -1.5% |
| 30D | +0.5% | -4.5% | +4.9% | +1.4% |
| 3M | +9.9% | -7.6% | +17.5% | +11.1% |
| 6M | +8.2% | -10.6% | +18.8% | +10.0% |
| YTD | -1.5% | -12.6% | +11.1% | -0.1% |
| 1Y | +1.3% | -27.0% | +28.3% | +3.2% |
| All | +1.3% | -27.4% | +28.7% | +3.2% |
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