+112.0%
AMGN vs BAH
-3.7%
+115.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -11.6% | -1.3% | -10.3% | -11.5% |
| 30D | -5.7% | -6.6% | +0.9% | -4.9% |
| 3M | +14.2% | -7.2% | +21.4% | +15.0% |
| 6M | +5.2% | -10.0% | +15.2% | +6.0% |
| YTD | +22.0% | -12.5% | +34.4% | +22.7% |
| 1Y | +43.6% | -27.9% | +71.5% | +48.5% |
| 3Y | +65.0% | -31.4% | +96.4% | +68.2% |
| 5Y | +112.0% | -3.2% | +115.3% | +106.6% |
| All | +112.0% | -3.7% | +115.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling