+163.6%
W vs BAH
+279.7%
-116.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -4.2% | -3.2% | -0.9% | -2.7% |
| 30D | -7.6% | +2.0% | -9.6% | -8.7% |
| 3M | +37.2% | -7.6% | +44.8% | +41.0% |
| 6M | +26.3% | -5.7% | +32.0% | +27.2% |
| YTD | -1.0% | -11.7% | +10.7% | +1.3% |
| 1Y | +20.1% | -27.4% | +47.5% | +34.4% |
| 3Y | +37.8% | -32.5% | +70.3% | +47.7% |
| 5Y | -63.7% | -3.3% | -60.3% | -69.4% |
| 10Y | +156.3% | +186.0% | -29.7% | +34.5% |
| All | +163.6% | +279.7% | -116.1% | +33.5% |
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