+18.3%
NOW vs BAH
-32.2%
+50.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | -2.4% | -3.2% | +0.9% | -1.4% |
| 30D | +20.5% | +2.0% | +18.5% | +20.1% |
| 3M | +18.3% | -7.6% | +26.0% | +20.2% |
| 6M | +24.1% | -5.7% | +29.7% | +25.5% |
| YTD | -7.8% | -11.7% | +3.9% | -5.8% |
| 1Y | -21.4% | -27.4% | +6.0% | -17.2% |
| All | +18.3% | -32.2% | +50.5% | +17.6% |
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 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