+580.1%
ABT vs BAH
+1,084.3%
-504.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +11.6% | +18.2% | -6.6% | +7.8% |
| 3M | +2.3% | +13.1% | -10.8% | -0.5% |
| 6M | +32.7% | +15.2% | +17.6% | +28.1% |
| YTD | -9.6% | +6.0% | -15.6% | -12.2% |
| 1Y | -10.1% | +3.1% | -13.2% | -12.3% |
| 3Y | +25.2% | -26.2% | +51.4% | +27.0% |
| 5Y | -4.5% | +9.3% | -13.9% | -14.1% |
| 10Y | +228.3% | +212.3% | +16.0% | +132.1% |
| All | +580.1% | +1,084.3% | -504.1% | +283.2% |
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