+802.8%
TEAM vs BAH
+201.6%
+601.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | +67.3% | +2.0% | +65.3% | +66.7% |
| 3M | +86.8% | -7.6% | +94.4% | +92.1% |
| 6M | +146.8% | -5.7% | +152.5% | +152.2% |
| YTD | +16.9% | -11.7% | +28.6% | +21.3% |
| 1Y | +12.8% | -27.4% | +40.2% | +23.8% |
| 3Y | -7.3% | -32.5% | +25.3% | -1.5% |
| 5Y | -50.7% | -3.3% | -47.4% | -54.9% |
| 10Y | +529.8% | +186.0% | +343.8% | +241.5% |
| All | +802.8% | +201.6% | +601.2% | +368.8% |
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