-63.7%
XYZ vs BAH
+6.1%
-69.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +11.5% | +20.8% | -9.3% | +4.9% |
| 3M | +1.8% | +11.6% | -9.8% | -2.1% |
| 6M | +21.2% | +23.1% | -1.9% | +11.9% |
| YTD | +29.9% | +5.3% | +24.7% | +25.7% |
| 1Y | +35.8% | +6.1% | +29.6% | +30.6% |
| 3Y | +62.6% | -27.5% | +90.1% | +65.7% |
| All | -63.7% | +6.1% | -69.8% | -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