+1,935.6%
TER vs BAH
+1,056.2%
+879.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.7% |
| 7D | -20.5% | -3.5% | -16.9% | -19.9% |
| 30D | -47.0% | +24.3% | -71.3% | -50.2% |
| 3M | -43.3% | +16.3% | -59.6% | -46.3% |
| 6M | -42.9% | +13.6% | -56.5% | -46.5% |
| YTD | +12.9% | +3.5% | +9.4% | +6.6% |
| 1Y | +18.2% | +2.7% | +15.5% | +11.6% |
| 3Y | +151.8% | -26.6% | +178.4% | +155.3% |
| 5Y | +54.2% | +8.5% | +45.7% | +30.6% |
| 10Y | +908.2% | +225.1% | +683.1% | +450.9% |
| All | +1,935.6% | +1,056.2% | +879.3% | +525.3% |
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 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