+802.1%
RF vs BAH
+886.2%
-84.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +1.3% | -3.2% | +4.6% | +2.3% |
| 30D | -3.6% | +2.0% | -5.6% | -4.4% |
| 3M | +8.1% | -7.6% | +15.7% | +9.9% |
| 6M | +11.5% | -5.7% | +17.1% | +11.8% |
| YTD | +15.6% | -11.7% | +27.3% | +17.0% |
| 1Y | +15.7% | -27.4% | +43.0% | +24.1% |
| 3Y | +86.9% | -32.5% | +119.4% | +94.8% |
| 5Y | +89.8% | -3.3% | +93.1% | +69.5% |
| 10Y | +344.7% | +186.0% | +158.7% | +156.6% |
| All | +802.1% | +886.2% | -84.1% | +157.7% |
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