+634.6%
XYZ vs BAH
+210.6%
+424.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +12.6% | +0.5% | +12.1% | +12.3% |
| 30D | +10.8% | +18.2% | -7.4% | +2.5% |
| 3M | +8.4% | +13.1% | -4.7% | +1.7% |
| 6M | +14.3% | +15.2% | -0.9% | +5.1% |
| YTD | +31.5% | +6.0% | +25.5% | +24.1% |
| 1Y | +28.1% | +3.1% | +25.0% | +22.1% |
| 3Y | +66.2% | -26.2% | +92.4% | +72.4% |
| 5Y | -62.3% | +9.3% | -71.7% | -70.4% |
| 10Y | +634.6% | +212.3% | +422.3% | +216.6% |
| All | +634.6% | +210.6% | +424.0% | +216.6% |
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