-68.9%
XYZ vs BAH
-3.4%
-65.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.3% |
| 7D | -1.0% | -3.2% | +2.3% | 0.0% |
| 30D | -1.7% | +2.0% | -3.7% | -2.5% |
| 3M | +16.7% | -7.6% | +24.4% | +18.9% |
| 6M | +26.9% | -5.7% | +32.5% | +27.5% |
| YTD | +27.1% | -11.7% | +38.9% | +30.5% |
| 1Y | +9.3% | -27.4% | +36.6% | +18.9% |
| 3Y | +42.3% | -32.5% | +74.8% | +46.0% |
| All | -68.9% | -3.4% | -65.4% | -75.5% |
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 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