+686.6%
P vs BAH
+220.7%
+465.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +8.0% | +4.7% |
| 7D | -23.8% | -3.5% | -20.3% | -23.2% |
| 30D | -36.6% | +24.3% | -60.9% | -40.7% |
| 3M | +10.9% | +16.3% | -5.4% | +5.3% |
| 6M | +30.0% | +13.6% | +16.4% | +23.3% |
| YTD | +44.4% | +3.5% | +40.9% | +38.6% |
| 1Y | +3.9% | +2.7% | +1.2% | -0.3% |
| 3Y | +176.6% | -26.6% | +203.2% | +181.1% |
| 5Y | +249.3% | +8.5% | +240.8% | +187.7% |
| All | +686.6% | +220.7% | +465.9% | +257.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling