-63.9%
XYZ vs BAH
+8.3%
-72.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +3.1% |
| 7D | +12.1% | -3.5% | +15.7% | +13.4% |
| 30D | +12.4% | +24.3% | -11.9% | +4.7% |
| 3M | +8.2% | +16.3% | -8.1% | +2.6% |
| 6M | +20.7% | +13.6% | +7.1% | +14.5% |
| YTD | +31.3% | +3.5% | +27.8% | +27.8% |
| 1Y | +20.5% | +2.7% | +17.8% | +17.1% |
| 3Y | +72.6% | -26.6% | +99.2% | +73.9% |
| All | -63.9% | +8.3% | -72.2% | -75.1% |
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