-63.8%
XYZ vs BAH
+7.1%
-70.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.2% |
| 30D | +7.0% | +19.5% | -12.5% | +1.0% |
| 3M | +5.1% | +11.1% | -6.0% | +1.2% |
| 6M | +14.1% | +16.3% | -2.3% | +7.4% |
| YTD | +26.4% | +4.8% | +21.6% | +22.5% |
| 1Y | +25.1% | +4.9% | +20.2% | +20.8% |
| 3Y | +59.7% | -27.0% | +86.8% | +62.1% |
| 5Y | -63.8% | +5.7% | -69.6% | -75.7% |
| All | -63.8% | +7.1% | -70.9% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling