+742.5%
RF vs BAH
+1,110.0%
-367.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -1.6% | +6.0% | -7.7% | -3.4% |
| 30D | +5.0% | +31.1% | -26.1% | -3.3% |
| 3M | -10.0% | +25.2% | -35.1% | -16.3% |
| 6M | +3.3% | +18.9% | -15.6% | -3.1% |
| YTD | +7.9% | +8.3% | -0.4% | +2.5% |
| 1Y | +21.2% | +6.2% | +15.1% | +15.6% |
| 3Y | +105.8% | -22.8% | +128.6% | +106.9% |
| 5Y | +43.7% | +13.6% | +30.2% | +22.7% |
| 10Y | +289.4% | +240.2% | +49.2% | +113.8% |
| All | +742.5% | +1,110.0% | -367.5% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling