+770.8%
RMD vs BAH
+1,056.2%
-285.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | -0.3% |
| 7D | +2.3% | -3.5% | +5.9% | +3.5% |
| 30D | +4.1% | +24.3% | -20.1% | -3.0% |
| 3M | +5.7% | +16.3% | -10.6% | +0.3% |
| 6M | +12.9% | +13.6% | -0.7% | +7.2% |
| YTD | -1.5% | +3.5% | -5.0% | -5.0% |
| 1Y | -4.8% | +2.7% | -7.5% | -8.1% |
| 3Y | +57.5% | -26.6% | +84.1% | +63.7% |
| 5Y | -5.5% | +8.5% | -14.0% | -15.5% |
| 10Y | +357.8% | +225.1% | +132.7% | +197.5% |
| All | +770.8% | +1,056.2% | -285.4% | +256.2% |
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 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