-4.3%
RMD vs BAH
+3.0%
-7.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | -2.6% | +2.7% | +0.5% |
| 30D | +1.9% | +20.4% | -18.4% | -1.2% |
| 3M | +6.3% | +11.9% | -5.5% | +4.1% |
| 6M | +18.2% | +17.1% | +1.1% | +14.6% |
| YTD | +0.3% | +5.5% | -5.3% | -3.5% |
| 1Y | -4.3% | +5.6% | -9.9% | -7.7% |
| All | -4.3% | +3.0% | -7.3% | -7.7% |
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 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