+3,646.0%
ALL vs BAX
+588.8%
+3,057.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -1.9% | +12.1% | -14.1% | -5.1% |
| 30D | +13.8% | +7.6% | +6.2% | +11.1% |
| 3M | -7.0% | -4.5% | -2.5% | -6.2% |
| 6M | +18.0% | +52.0% | -34.0% | +3.3% |
| YTD | +24.2% | +35.1% | -10.9% | +10.9% |
| 1Y | +31.2% | +43.7% | -12.5% | +14.9% |
| 3Y | +107.5% | -20.9% | +128.5% | +107.5% |
| 5Y | +144.8% | -63.5% | +208.3% | +206.9% |
| 10Y | +375.8% | -36.0% | +411.7% | +392.2% |
| All | +3,646.0% | +588.8% | +3,057.2% | +2,117.9% |
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