+521.8%
NOW vs BAH
+211.3%
+310.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -5.6% | -1.6% | -4.0% | -5.1% |
| 30D | -26.8% | +18.0% | -44.8% | -31.8% |
| 3M | -19.4% | +11.4% | -30.9% | -23.2% |
| 6M | +12.3% | +17.7% | -5.4% | +4.6% |
| YTD | -32.9% | +5.4% | -38.3% | -35.5% |
| 1Y | -40.3% | +2.8% | -43.1% | -42.3% |
| 3Y | -19.1% | -26.7% | +7.6% | -16.3% |
| 5Y | -24.4% | +8.1% | -32.4% | -37.1% |
| 10Y | +521.8% | +202.5% | +319.3% | +216.7% |
| All | +521.8% | +211.3% | +310.5% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling