-23.2%
BAH vs ABCL
+139.9%
-163.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.5% | +1.5% |
| 7D | +6.0% | -14.9% | +21.0% | +6.7% |
| 30D | +31.1% | -15.4% | +46.4% | +31.8% |
| 3M | +25.2% | +88.0% | -62.9% | +20.1% |
| 6M | +18.9% | +138.8% | -119.9% | +12.0% |
| YTD | +8.3% | +225.4% | -217.1% | -0.7% |
| 1Y | +6.2% | +137.3% | -131.1% | -1.3% |
| All | -23.2% | +139.9% | -163.0% | -29.6% |
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