+4.9%
BAH vs ABCL
+189.1%
-184.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | -3.2% | +4.4% | -7.6% | -3.4% |
| 30D | +19.5% | -7.9% | +27.4% | +19.7% |
| 3M | +11.1% | +12.2% | -1.1% | +9.6% |
| 6M | +16.3% | +134.7% | -118.4% | +8.6% |
| YTD | +4.8% | +239.8% | -235.0% | -11.2% |
| 1Y | +4.9% | +192.7% | -187.8% | -7.4% |
| All | +4.9% | +189.1% | -184.2% | -7.4% |
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