+63.5%
AA vs BAX
+1.4%
+62.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -0.6% | -5.1% | +4.5% | +0.2% |
| 30D | -1.6% | -12.2% | +10.6% | +0.6% |
| 3M | -29.8% | +21.8% | -51.6% | -32.8% |
| 6M | -16.6% | +36.3% | -52.9% | -22.8% |
| YTD | -4.0% | +27.8% | -31.8% | -11.4% |
| 1Y | +63.5% | -0.1% | +63.6% | +65.5% |
| All | +63.5% | +1.4% | +62.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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