+158.5%
AMGN vs BAH
+8.7%
+149.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | +12.1% | +18.0% | -5.9% | +9.8% |
| 3M | +13.6% | +11.4% | +2.2% | +12.0% |
| 6M | +43.9% | +17.7% | +26.2% | +40.4% |
| YTD | +45.9% | +5.4% | +40.6% | +43.3% |
| 1Y | +42.1% | +2.8% | +39.4% | +39.8% |
| 3Y | +91.6% | -26.7% | +118.2% | +94.6% |
| 5Y | +158.5% | +8.1% | +150.5% | +150.5% |
| All | +158.5% | +8.7% | +149.8% | +150.5% |
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