+24.7%
Z vs BAH
+223.7%
-199.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.6% |
| 7D | -3.0% | -3.2% | +0.2% | -1.9% |
| 30D | -4.2% | +2.0% | -6.2% | -5.0% |
| 3M | -3.7% | -7.6% | +3.9% | -1.4% |
| 6M | -24.5% | -5.7% | -18.8% | -23.8% |
| YTD | -49.3% | -11.7% | -37.6% | -47.6% |
| 1Y | -58.7% | -27.4% | -31.3% | -54.6% |
| 3Y | -34.1% | -32.5% | -1.6% | -29.4% |
| 5Y | -64.5% | -3.3% | -61.2% | -68.0% |
| 10Y | -0.5% | +186.0% | -186.5% | -44.2% |
| All | +24.7% | +223.7% | -199.0% | -34.5% |
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 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