+75,444.2%
NVDA vs BAH
+886.2%
+74,558.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +5.9% | -3.2% | +9.1% | +7.0% |
| 30D | +5.1% | +2.0% | +3.1% | +4.2% |
| 3M | +5.4% | -7.6% | +13.0% | +7.2% |
| 6M | +26.0% | -5.7% | +31.7% | +26.2% |
| YTD | +23.7% | -11.7% | +35.4% | +25.2% |
| 1Y | +34.4% | -27.4% | +61.7% | +44.7% |
| 3Y | +375.8% | -32.5% | +408.3% | +397.9% |
| 5Y | +911.8% | -3.3% | +915.1% | +781.5% |
| 10Y | +14,899.8% | +186.0% | +14,713.8% | +8,394.4% |
| All | +75,444.2% | +886.2% | +74,558.0% | +25,615.8% |
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 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