+26.7%
NFLX vs BAH
-2.8%
+29.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -5.0% | -4.3% | -0.7% | -4.3% |
| 30D | +3.5% | -4.5% | +8.0% | +4.3% |
| 3M | -7.1% | -7.6% | +0.5% | -6.4% |
| 6M | -22.5% | -10.6% | -11.9% | -21.6% |
| YTD | -18.1% | -12.6% | -5.6% | -17.2% |
| 1Y | -38.3% | -27.0% | -11.3% | -36.0% |
| 3Y | +73.4% | -31.5% | +104.9% | +70.0% |
| 5Y | +26.7% | -3.8% | +30.5% | +5.5% |
| All | +26.7% | -2.8% | +29.5% | +5.5% |
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