+572.9%
ABT vs BAH
+1,077.1%
-504.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -5.4% | -1.6% | -3.8% | -5.1% |
| 30D | +8.0% | +18.0% | -10.0% | +4.3% |
| 3M | +0.2% | +11.4% | -11.2% | -2.2% |
| 6M | +34.1% | +17.7% | +16.5% | +28.9% |
| YTD | -10.6% | +5.4% | -16.0% | -13.1% |
| 1Y | -11.8% | +2.8% | -14.6% | -13.9% |
| 3Y | +23.9% | -26.7% | +50.5% | +25.8% |
| 5Y | -5.1% | +8.1% | -13.2% | -14.4% |
| 10Y | +228.6% | +202.5% | +26.1% | +133.7% |
| All | +572.9% | +1,077.1% | -504.2% | +279.6% |
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