-26.2%
BAH vs ABCL
+206.1%
-232.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | +18.2% | -0.7% | +18.9% | +18.1% |
| 3M | +13.1% | +33.4% | -20.3% | +10.8% |
| 6M | +15.2% | +137.8% | -122.6% | +8.7% |
| YTD | +6.0% | +264.3% | -258.3% | -3.4% |
| 1Y | +3.1% | +209.2% | -206.1% | -5.3% |
| 3Y | -26.2% | +208.4% | -234.6% | -32.7% |
| All | -26.2% | +206.1% | -232.3% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling