+7.4%
BAH vs ABCL
-21.8%
+29.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.2% | -4.7% |
| 7D | -3.5% | -3.2% | -0.4% | -3.5% |
| 30D | +24.3% | -7.4% | +31.7% | +24.4% |
| 3M | +16.3% | +81.9% | -65.6% | +12.3% |
| 6M | +13.6% | +135.7% | -122.1% | +7.9% |
| YTD | +3.5% | +247.4% | -243.9% | -4.2% |
| 1Y | +2.7% | +162.3% | -159.6% | -3.9% |
| 3Y | -26.6% | +165.5% | -192.1% | -32.6% |
| All | +7.4% | -21.8% | +29.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling