-21.5%
NOW vs BAH
-25.7%
+4.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -8.7% | +0.5% | -9.2% | -8.9% |
| 30D | -29.3% | +18.2% | -47.5% | -33.0% |
| 3M | -21.8% | +13.1% | -34.9% | -24.9% |
| 6M | +9.2% | +15.2% | -5.9% | +3.8% |
| YTD | -35.0% | +6.0% | -41.0% | -37.4% |
| 1Y | -42.5% | +3.1% | -45.6% | -44.5% |
| 3Y | -21.5% | -26.2% | +4.7% | -22.8% |
| All | -21.5% | -25.7% | +4.1% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling