+57.5%
RMD vs BAH
-26.3%
+83.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | -0.9% |
| 7D | +2.3% | -3.5% | +5.9% | +3.0% |
| 30D | +4.1% | +24.3% | -20.1% | -0.3% |
| 3M | +5.7% | +16.3% | -10.6% | +2.5% |
| 6M | +12.9% | +13.6% | -0.7% | +9.5% |
| YTD | -1.5% | +3.5% | -5.0% | -3.6% |
| 1Y | -4.8% | +2.7% | -7.5% | -6.8% |
| 3Y | +57.5% | -26.6% | +84.1% | +67.2% |
| All | +57.5% | -26.3% | +83.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling