+2,771.1%
NOW vs BAH
+1,049.6%
+1,721.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.4% |
| 7D | -2.4% | -3.2% | +0.9% | -1.1% |
| 30D | +20.5% | +2.0% | +18.5% | +19.8% |
| 3M | +18.3% | -7.6% | +26.0% | +21.7% |
| 6M | +24.1% | -5.7% | +29.7% | +26.5% |
| YTD | -7.8% | -11.7% | +3.9% | -4.3% |
| 1Y | -21.4% | -27.4% | +6.0% | -13.2% |
| 3Y | +19.5% | -32.5% | +52.1% | +28.5% |
| 5Y | +4.1% | -3.3% | +7.4% | -6.0% |
| 10Y | +826.4% | +186.0% | +640.4% | +451.1% |
| All | +2,771.1% | +1,049.6% | +1,721.6% | +1,445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling