+449.6%
P vs BAH
+310.4%
+139.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +1.2% | -17.6% | -16.7% |
| 7D | -31.9% | +6.0% | -37.9% | -33.1% |
| 30D | -36.5% | +31.1% | -67.6% | -41.3% |
| 3M | +11.6% | +25.2% | -13.6% | +4.0% |
| 6M | +25.2% | +18.9% | +6.3% | +17.4% |
| YTD | +39.4% | +8.3% | +31.1% | +32.4% |
| 1Y | -3.7% | +6.2% | -9.9% | -8.2% |
| 3Y | +167.3% | -22.8% | +190.0% | +168.4% |
| 5Y | +237.3% | +13.6% | +223.8% | +178.6% |
| 10Y | +698.6% | +240.2% | +458.4% | +328.9% |
| All | +449.6% | +310.4% | +139.2% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling