+3.4%
NI vs BAH
-24.0%
+27.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | +4.3% | -4.2% | 0.0% |
| 30D | -1.4% | -2.5% | +1.1% | -1.3% |
| 3M | -10.6% | -0.9% | -9.6% | -11.0% |
| 6M | -9.3% | +1.5% | -10.8% | -9.9% |
| YTD | +1.1% | -8.0% | +9.1% | +0.1% |
| 1Y | +3.4% | -24.7% | +28.1% | +4.8% |
| All | +3.4% | -24.0% | +27.4% | +4.8% |
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 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