+12.0%
SPY vs BAH
+3.0%
+9.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +3.3% | -2.6% | +5.9% | +3.3% |
| 30D | -2.7% | +20.4% | -23.0% | -3.0% |
| 3M | -1.7% | +11.9% | -13.6% | -1.9% |
| 6M | +3.1% | +17.1% | -14.0% | +3.0% |
| YTD | +11.9% | +5.5% | +6.4% | +11.5% |
| 1Y | +12.0% | +5.6% | +6.4% | +11.3% |
| All | +12.0% | +3.0% | +9.0% | +11.3% |
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