+65.8%
AMGN vs BAH
-32.1%
+97.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.9% | -9.1% | -10.0% |
| 7D | -10.3% | -4.3% | -5.9% | -9.8% |
| 30D | -3.8% | -4.5% | +0.7% | -3.3% |
| 3M | +14.4% | -7.6% | +22.0% | +15.0% |
| 6M | +7.8% | -10.6% | +18.4% | +8.6% |
| YTD | +22.6% | -12.6% | +35.1% | +23.0% |
| 1Y | +44.2% | -27.0% | +71.2% | +48.1% |
| 3Y | +65.8% | -31.5% | +97.3% | +69.2% |
| All | +65.8% | -32.1% | +97.9% | +69.2% |
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