-5.4%
RMD vs BAH
+2.9%
-8.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +3.1% | +0.5% | +2.6% | +3.0% |
| 30D | +1.8% | +18.2% | -16.5% | -1.1% |
| 3M | +6.7% | +13.1% | -6.4% | +4.3% |
| 6M | +13.9% | +15.2% | -1.3% | +10.6% |
| YTD | -2.0% | +6.0% | -8.0% | -5.6% |
| 1Y | -5.4% | +3.1% | -8.5% | -7.9% |
| All | -5.4% | +2.9% | -8.3% | -7.9% |
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