+25.2%
ABT vs BAH
-25.7%
+50.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +11.6% | +18.2% | -6.6% | +10.6% |
| 3M | +2.3% | +13.1% | -10.8% | +1.6% |
| 6M | +32.7% | +15.2% | +17.6% | +31.2% |
| YTD | -9.6% | +6.0% | -15.6% | -10.8% |
| 1Y | -10.1% | +3.1% | -13.2% | -11.2% |
| 3Y | +25.2% | -26.2% | +51.4% | +23.1% |
| All | +25.2% | -25.7% | +50.9% | +23.1% |
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