+554.0%
XYZ vs BAH
+252.2%
+301.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +3.7% |
| 7D | +12.1% | -3.5% | +15.7% | +13.9% |
| 30D | +12.4% | +24.3% | -11.9% | +1.6% |
| 3M | +8.2% | +16.3% | -8.1% | +0.3% |
| 6M | +20.7% | +13.6% | +7.1% | +11.7% |
| YTD | +31.3% | +3.5% | +27.8% | +25.4% |
| 1Y | +20.5% | +2.7% | +17.8% | +14.9% |
| 3Y | +72.6% | -26.6% | +99.2% | +79.3% |
| 5Y | -64.0% | +8.5% | -72.5% | -71.2% |
| 10Y | +601.8% | +225.1% | +376.7% | +214.8% |
| All | +554.0% | +252.2% | +301.8% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling