+6.1%
BAH vs ABCL
+198.4%
-192.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | +1.7% | -3.3% | +5.0% | +1.8% |
| 30D | +20.8% | -7.1% | +27.9% | +20.9% |
| 3M | +11.6% | +4.7% | +6.8% | +10.5% |
| 6M | +23.1% | +140.9% | -117.8% | +14.5% |
| YTD | +5.3% | +236.0% | -230.7% | -11.3% |
| 1Y | +6.1% | +217.4% | -211.3% | -8.8% |
| All | +6.1% | +198.4% | -192.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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