+18.0%
Q vs BAH
+6.2%
+11.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.2% |
| 7D | -3.3% | +5.8% | -9.0% | -2.1% |
| 30D | -9.7% | +28.7% | -38.4% | -4.8% |
| 3M | -16.1% | +20.9% | -37.0% | -12.5% |
| 6M | -15.7% | +15.2% | -30.9% | -10.0% |
| YTD | +45.7% | +7.1% | +38.7% | +48.2% |
| 1Y | +18.0% | +6.4% | +11.6% | +16.3% |
| All | +18.0% | +6.2% | +11.8% | +16.3% |
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