+228.8%
AA vs BAX
+922.9%
-694.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.9% |
| 7D | +4.8% | +9.0% | -4.2% | +1.6% |
| 30D | -0.6% | +8.5% | -9.1% | -3.8% |
| 3M | -16.3% | -4.1% | -12.2% | -15.5% |
| 6M | -33.4% | +46.9% | -80.3% | -43.2% |
| YTD | -20.7% | +38.4% | -59.1% | -32.0% |
| 1Y | +12.9% | +47.0% | -34.1% | -5.4% |
| 3Y | +75.7% | -14.9% | +90.6% | +75.5% |
| 5Y | -6.8% | -62.5% | +55.7% | +23.3% |
| 10Y | +53.6% | -33.9% | +87.5% | +62.8% |
| All | +228.8% | +922.9% | -694.1% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling