+37.6%
TECH vs BAH
-28.2%
+65.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | +0.1% | -3.2% | +3.4% | +0.5% |
| 30D | +0.7% | +2.0% | -1.3% | +0.4% |
| 3M | +36.3% | -7.6% | +44.0% | +40.3% |
| 6M | +25.6% | -5.7% | +31.2% | +27.8% |
| YTD | +23.7% | -11.7% | +35.4% | +25.1% |
| 1Y | +37.6% | -27.4% | +65.0% | +51.6% |
| All | +37.6% | -28.2% | +65.9% | +51.6% |
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