+449.1%
PL vs BAH
-32.2%
+481.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -9.3% | -3.2% | -6.1% | -8.7% |
| 30D | -18.9% | +2.0% | -20.9% | -19.4% |
| 3M | -58.4% | -7.6% | -50.7% | -57.5% |
| 6M | -30.3% | -5.7% | -24.6% | -29.5% |
| YTD | -8.1% | -11.7% | +3.6% | -5.5% |
| 1Y | +180.5% | -27.4% | +207.9% | +199.3% |
| All | +449.1% | -32.2% | +481.3% | +448.1% |
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 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