+638.0%
XYZ vs BAH
+218.8%
+419.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.9% |
| 7D | +14.9% | -1.5% | +16.4% | +15.6% |
| 30D | +14.7% | +17.3% | -2.6% | +6.4% |
| 3M | +12.1% | +14.9% | -2.8% | +4.5% |
| 6M | +18.3% | +14.2% | +4.1% | +9.2% |
| YTD | +36.1% | +5.1% | +30.9% | +29.0% |
| 1Y | +35.3% | +2.1% | +33.2% | +29.6% |
| 3Y | +73.5% | -26.0% | +99.5% | +79.4% |
| 5Y | -61.6% | +9.0% | -70.6% | -69.8% |
| 10Y | +638.0% | +208.8% | +429.2% | +217.2% |
| All | +638.0% | +218.8% | +419.2% | +217.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling