-14.0%
Z vs BAH
+235.6%
-249.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.2% | -11.8% | -11.1% |
| 7D | -2.3% | +6.0% | -8.3% | -4.3% |
| 30D | +9.4% | +31.1% | -21.7% | -0.5% |
| 3M | -16.1% | +25.2% | -41.2% | -22.6% |
| 6M | -30.4% | +18.9% | -49.3% | -35.1% |
| YTD | -55.6% | +8.3% | -63.9% | -57.4% |
| 1Y | -58.5% | +6.2% | -64.7% | -60.1% |
| 3Y | -19.6% | -22.8% | +3.1% | -17.8% |
| 5Y | -54.1% | +13.6% | -67.7% | -60.7% |
| All | -14.0% | +235.6% | -249.6% | -50.1% |
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 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