+30.5%
ALL vs BAX
+47.2%
-16.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | +3.6% | -3.8% | -0.5% |
| 30D | +13.8% | +8.5% | +5.3% | +12.8% |
| 3M | -2.8% | -4.9% | +2.1% | -2.2% |
| 6M | +23.7% | +47.0% | -23.3% | +17.8% |
| YTD | +27.3% | +38.4% | -11.2% | +18.3% |
| 1Y | +30.5% | +49.1% | -18.6% | +18.6% |
| All | +30.5% | +47.2% | -16.7% | +18.6% |
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