+42.4%
AMGN vs BAH
+5.1%
+37.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | +9.3% | +20.8% | -11.5% | +8.9% |
| 3M | +12.1% | +11.6% | +0.5% | +11.8% |
| 6M | +40.3% | +23.1% | +17.2% | +39.4% |
| YTD | +45.2% | +5.3% | +39.9% | +43.8% |
| 1Y | +42.4% | +6.1% | +36.3% | +40.6% |
| All | +42.4% | +5.1% | +37.4% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling