+3.2%
QCOM vs BAH
+2.9%
+0.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.3% |
| 7D | +5.5% | +0.5% | +5.1% | +5.5% |
| 30D | -1.1% | +18.2% | -19.4% | -0.5% |
| 3M | +7.6% | +13.1% | -5.5% | +8.1% |
| 6M | -20.1% | +15.2% | -35.3% | -18.6% |
| YTD | +3.0% | +6.0% | -3.0% | +4.4% |
| 1Y | +3.2% | +3.1% | +0.1% | +5.8% |
| All | +3.2% | +2.9% | +0.3% | +5.8% |
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