-17.1%
OPEN vs BAH
-32.4%
+15.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -4.3% | -3.2% | -1.0% | -3.5% |
| 30D | -16.2% | +2.0% | -18.2% | -16.7% |
| 3M | -36.4% | -7.6% | -28.7% | -35.1% |
| 6M | -35.5% | -5.7% | -29.8% | -34.8% |
| YTD | -46.0% | -11.7% | -34.2% | -44.9% |
| 1Y | -47.1% | -27.4% | -19.8% | -43.9% |
| All | -17.1% | -32.4% | +15.3% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling