+1,568.3%
NDAQ vs BAH
+886.2%
+682.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.5% |
| 30D | +2.5% | +2.0% | +0.4% | +1.7% |
| 3M | +9.9% | -7.6% | +17.6% | +11.9% |
| 6M | +9.4% | -5.7% | +15.1% | +10.3% |
| YTD | +0.4% | -11.7% | +12.1% | +2.5% |
| 1Y | +4.0% | -27.4% | +31.4% | +11.7% |
| 3Y | +94.4% | -32.5% | +126.9% | +104.1% |
| 5Y | +56.7% | -3.3% | +60.1% | +43.0% |
| 10Y | +375.3% | +186.0% | +189.3% | +216.9% |
| All | +1,568.3% | +886.2% | +682.1% | +591.6% |
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 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