+2.3%
BAH vs ABCL
+199.8%
-197.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +1.4% |
| 7D | -1.5% | +12.4% | -13.9% | -1.9% |
| 30D | +17.3% | -0.4% | +17.6% | +17.2% |
| 3M | +14.9% | +80.4% | -65.5% | +9.9% |
| 6M | +14.2% | +138.5% | -124.3% | +7.0% |
| YTD | +5.1% | +265.5% | -260.4% | -11.4% |
| All | +2.3% | +199.8% | -197.5% | -9.8% |
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