+913.8%
NVDA vs BAH
-2.8%
+916.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +3.8% | -4.3% | +8.2% | +4.4% |
| 30D | +0.8% | -4.5% | +5.3% | +1.4% |
| 3M | +8.2% | -7.6% | +15.8% | +9.3% |
| 6M | +27.1% | -10.6% | +37.7% | +28.8% |
| YTD | +21.2% | -12.6% | +33.7% | +22.7% |
| 1Y | +34.3% | -27.0% | +61.3% | +40.5% |
| 3Y | +396.3% | -31.5% | +427.7% | +396.5% |
| 5Y | +913.8% | -3.8% | +917.6% | +728.6% |
| All | +913.8% | -2.8% | +916.6% | +728.6% |
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 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