+12.4%
O vs BAH
+9.2%
+3.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +3.3% | -1.5% | +4.8% | +3.5% |
| 30D | +10.3% | +17.3% | -6.9% | +8.4% |
| 3M | -3.5% | +14.9% | -18.3% | -5.0% |
| 6M | -1.3% | +14.2% | -15.5% | -3.2% |
| YTD | +10.3% | +5.1% | +5.2% | +8.5% |
| 1Y | +10.4% | +2.1% | +8.3% | +8.9% |
| 3Y | +40.0% | -26.0% | +66.0% | +39.7% |
| 5Y | +12.4% | +9.0% | +3.4% | +2.7% |
| All | +12.4% | +9.2% | +3.1% | +2.7% |
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