+26.4%
P vs BAH
-28.2%
+54.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.4% |
| 7D | +6.5% | -3.2% | +9.8% | +6.5% |
| 30D | +18.8% | +2.0% | +16.8% | +19.1% |
| 3M | +26.7% | -7.6% | +34.4% | +28.8% |
| 6M | +62.2% | -5.7% | +67.8% | +65.2% |
| YTD | +48.5% | -11.7% | +60.2% | +49.5% |
| 1Y | +26.4% | -27.4% | +53.8% | +26.1% |
| All | +26.4% | -28.2% | +54.6% | +26.1% |
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