-26.4%
NOW vs BAH
+8.3%
-34.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +1.0% |
| 7D | -3.0% | -3.5% | +0.6% | -2.0% |
| 30D | -26.0% | +24.3% | -50.3% | -31.2% |
| 3M | -13.1% | +16.3% | -29.4% | -17.3% |
| 6M | +14.5% | +13.6% | +0.9% | +9.3% |
| YTD | -33.4% | +3.5% | -36.9% | -35.3% |
| 1Y | -40.6% | +2.7% | -43.3% | -42.3% |
| 3Y | -16.3% | -26.6% | +10.3% | -16.3% |
| All | -26.4% | +8.3% | -34.6% | -39.3% |
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