-58.5%
Z vs BAH
+7.4%
-65.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.2% | -11.8% | -11.1% |
| 7D | -2.3% | +6.0% | -8.3% | -4.7% |
| 30D | +9.4% | +31.1% | -21.7% | -2.2% |
| 3M | -16.1% | +25.2% | -41.2% | -23.8% |
| 6M | -30.4% | +18.9% | -49.3% | -36.3% |
| YTD | -55.6% | +8.3% | -63.9% | -57.5% |
| 1Y | -58.5% | +6.2% | -64.7% | -60.8% |
| All | -58.5% | +7.4% | -65.9% | -60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling