-20.4%
Z vs BAH
-26.3%
+5.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.0% |
| 7D | -4.6% | -3.5% | -1.0% | -3.5% |
| 30D | +8.3% | +24.3% | -15.9% | +1.3% |
| 3M | -11.6% | +16.3% | -27.9% | -15.8% |
| 6M | -33.6% | +13.6% | -47.2% | -36.8% |
| YTD | -56.7% | +3.5% | -60.2% | -57.7% |
| 1Y | -59.1% | +2.7% | -61.8% | -60.1% |
| 3Y | -20.4% | -26.6% | +6.2% | -23.7% |
| All | -20.4% | -26.3% | +5.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling