+1,750.8%
NDAQ vs BAH
+1,056.2%
+694.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.5% |
| 7D | +0.8% | -3.5% | +4.4% | +1.8% |
| 30D | +16.5% | +24.3% | -7.7% | +9.4% |
| 3M | +13.5% | +16.3% | -2.8% | +8.2% |
| 6M | +20.9% | +13.6% | +7.3% | +15.5% |
| YTD | +11.4% | +3.5% | +7.9% | +8.4% |
| 1Y | +25.9% | +2.7% | +23.2% | +22.5% |
| 3Y | +119.9% | -26.6% | +146.4% | +125.9% |
| 5Y | +61.7% | +8.5% | +53.2% | +43.0% |
| 10Y | +481.6% | +225.1% | +256.5% | +272.8% |
| All | +1,750.8% | +1,056.2% | +694.6% | +631.0% |
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