+22.2%
Z vs BAH
+292.7%
-270.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +8.0% | +8.9% |
| 7D | +10.2% | +5.8% | +4.4% | +7.9% |
| 30D | +23.7% | +28.7% | -5.0% | +12.9% |
| 3M | -6.6% | +20.9% | -27.5% | -13.0% |
| 6M | -23.0% | +15.2% | -38.2% | -27.5% |
| YTD | -50.3% | +7.1% | -57.4% | -52.2% |
| 1Y | -53.6% | +6.4% | -60.0% | -55.4% |
| 3Y | -10.1% | -23.6% | +13.6% | -7.4% |
| 5Y | -49.8% | +11.5% | -61.2% | -56.9% |
| 10Y | -1.6% | +236.3% | -237.9% | -47.6% |
| All | +22.2% | +292.7% | -270.5% | -40.2% |
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