+196.2%
W vs BAH
+345.1%
-148.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.6% |
| 7D | -3.6% | -3.5% | 0.0% | -2.0% |
| 30D | +7.0% | +24.3% | -17.3% | -3.7% |
| 3M | +7.4% | +16.3% | -9.0% | -0.7% |
| 6M | +69.3% | +13.6% | +55.7% | +56.8% |
| YTD | +11.3% | +3.5% | +7.8% | +5.1% |
| 1Y | +13.2% | +2.7% | +10.5% | +6.9% |
| 3Y | +142.0% | -26.6% | +168.6% | +151.7% |
| 5Y | -54.6% | +8.5% | -63.1% | -63.6% |
| 10Y | +243.7% | +225.1% | +18.6% | +68.4% |
| All | +196.2% | +345.1% | -148.9% | +38.4% |
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