+23.0%
QQQ vs BAH
-24.0%
+47.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.6% | +4.3% | -4.8% | -0.4% |
| 30D | -1.2% | -2.5% | +1.2% | -1.3% |
| 3M | -0.2% | -0.9% | +0.7% | +0.5% |
| 6M | +17.9% | +1.5% | +16.5% | +18.7% |
| YTD | +16.6% | -8.0% | +24.6% | +17.8% |
| 1Y | +23.0% | -24.7% | +47.7% | +24.3% |
| All | +23.0% | -24.0% | +47.0% | +24.3% |
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