+201.2%
ABT vs BAH
+207.1%
-5.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.6% | -2.8% |
| 7D | -5.0% | +2.4% | -7.4% | -5.5% |
| 30D | -5.8% | -2.9% | -2.8% | -5.3% |
| 3M | +16.7% | -1.3% | +18.1% | +16.6% |
| 6M | -5.2% | -0.9% | -4.4% | -5.8% |
| YTD | -16.0% | -8.2% | -7.7% | -15.8% |
| 1Y | -18.3% | -24.0% | +5.7% | -14.7% |
| 3Y | +9.2% | -28.1% | +37.3% | +9.0% |
| 5Y | -11.6% | +2.5% | -14.1% | -23.9% |
| All | +201.2% | +207.1% | -5.8% | +102.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling