+11.5%
ABT vs BAH
-32.1%
+43.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.5% |
| 7D | -3.1% | -4.3% | +1.2% | -2.9% |
| 30D | -2.1% | -4.5% | +2.3% | -1.9% |
| 3M | +17.4% | -7.6% | +25.0% | +17.4% |
| 6M | -2.4% | -10.6% | +8.2% | -2.4% |
| YTD | -14.2% | -12.6% | -1.7% | -14.4% |
| 1Y | -18.3% | -27.0% | +8.6% | -18.2% |
| 3Y | +11.5% | -31.5% | +43.0% | +10.2% |
| All | +11.5% | -32.1% | +43.6% | +10.2% |
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 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