+275.4%
RMD vs BAH
+186.6%
+88.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | +0.2% | -6.6% | +6.9% | +2.6% |
| 3M | +12.0% | -7.2% | +19.2% | +14.2% |
| 6M | -12.5% | -10.0% | -2.5% | -10.4% |
| YTD | -7.9% | -12.5% | +4.5% | -6.0% |
| 1Y | -20.4% | -27.9% | +7.5% | -13.1% |
| 3Y | +53.1% | -31.4% | +84.5% | +61.4% |
| 5Y | -22.1% | -3.2% | -18.9% | -31.3% |
| 10Y | +275.4% | +191.5% | +84.0% | +140.5% |
| All | +275.4% | +186.6% | +88.8% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling