-16.1%
Z vs BAH
+220.7%
-236.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -0.9% |
| 7D | -4.6% | -3.5% | -1.0% | -3.3% |
| 30D | +8.3% | +24.3% | -15.9% | +0.4% |
| 3M | -11.6% | +16.3% | -27.9% | -16.3% |
| 6M | -33.6% | +13.6% | -47.2% | -37.1% |
| YTD | -56.7% | +3.5% | -60.2% | -57.8% |
| 1Y | -59.1% | +2.7% | -61.8% | -60.2% |
| 3Y | -20.4% | -26.6% | +6.2% | -17.1% |
| 5Y | -55.3% | +8.5% | -63.8% | -61.1% |
| All | -16.1% | +220.7% | -236.8% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling