+17.5%
P vs BAH
+6.2%
+11.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -4.9% |
| 7D | -19.4% | +5.8% | -25.1% | -19.0% |
| 30D | -22.3% | +28.7% | -51.0% | -21.0% |
| 3M | +33.2% | +20.9% | +12.3% | +35.2% |
| 6M | +53.6% | +15.2% | +38.5% | +59.0% |
| YTD | +66.8% | +7.1% | +59.7% | +67.2% |
| 1Y | +17.5% | +6.4% | +11.1% | +16.1% |
| All | +17.5% | +6.2% | +11.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling