+403.1%
PL vs BAH
-22.8%
+425.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.2% | -11.3% | -10.3% |
| 7D | -20.5% | +6.0% | -26.6% | -21.6% |
| 30D | -38.8% | +31.1% | -69.9% | -42.3% |
| 3M | -49.1% | +25.2% | -74.3% | -51.7% |
| 6M | -69.4% | +18.9% | -88.3% | -70.7% |
| YTD | -42.3% | +8.3% | -50.6% | -43.4% |
| 1Y | -14.2% | +6.2% | -20.4% | -15.2% |
| All | +403.1% | -22.8% | +425.9% | +373.0% |
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 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