+731.0%
SPY vs BAH
+1,074.5%
-343.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | -3.3% | +17.3% | -20.6% | -6.9% |
| 3M | -2.4% | +14.9% | -17.3% | -5.8% |
| 6M | +2.6% | +14.2% | -11.7% | -1.5% |
| YTD | +11.2% | +5.1% | +6.1% | +7.7% |
| 1Y | +13.4% | +2.1% | +11.3% | +10.4% |
| 3Y | +79.9% | -26.0% | +105.9% | +83.2% |
| 5Y | +72.2% | +9.0% | +63.2% | +54.4% |
| 10Y | +307.3% | +208.8% | +98.5% | +177.2% |
| All | +731.0% | +1,074.5% | -343.6% | +288.8% |
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