+766.4%
RMD vs BAH
+1,084.3%
-317.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +3.1% | +0.5% | +2.6% | +2.9% |
| 30D | +1.8% | +18.2% | -16.5% | -3.7% |
| 3M | +6.7% | +13.1% | -6.4% | +2.2% |
| 6M | +13.9% | +15.2% | -1.3% | +7.7% |
| YTD | -2.0% | +6.0% | -8.0% | -6.2% |
| 1Y | -5.4% | +3.1% | -8.5% | -8.8% |
| 3Y | +67.4% | -26.2% | +93.6% | +73.9% |
| 5Y | -5.7% | +9.3% | -15.1% | -15.9% |
| 10Y | +338.4% | +212.3% | +126.1% | +187.6% |
| All | +766.4% | +1,084.3% | -317.8% | +251.8% |
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