-7.2%
BAH vs ABCL
-81.3%
+74.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +2.0% | +93.1% | -91.1% | -0.6% |
| 3M | -7.6% | +79.4% | -87.1% | -9.9% |
| 6M | -5.7% | +214.9% | -220.6% | -10.0% |
| YTD | -11.7% | +234.2% | -245.9% | -16.3% |
| 1Y | -27.4% | +174.8% | -202.1% | -30.8% |
| 3Y | -32.5% | +104.5% | -137.0% | -36.1% |
| 5Y | -3.3% | -39.0% | +35.7% | -8.5% |
| All | -7.2% | -81.3% | +74.0% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling