+599.6%
XYZ vs BAH
+185.2%
+414.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -1.0% | -3.2% | +2.3% | +0.4% |
| 30D | -1.7% | +2.0% | -3.7% | -2.9% |
| 3M | +16.7% | -7.6% | +24.4% | +19.6% |
| 6M | +26.9% | -5.7% | +32.5% | +27.5% |
| YTD | +27.1% | -11.7% | +38.9% | +31.2% |
| 1Y | +9.3% | -27.4% | +36.6% | +22.8% |
| 3Y | +42.3% | -32.5% | +74.8% | +52.1% |
| 5Y | -69.3% | -3.3% | -66.0% | -74.6% |
| All | +599.6% | +185.2% | +414.4% | +210.3% |
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 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