+3,716.0%
ALL vs BAX
+589.9%
+3,126.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.6% |
| 7D | 0.0% | -1.1% | +1.2% | +0.3% |
| 30D | -1.5% | -5.5% | +4.0% | 0.0% |
| 3M | +23.6% | +33.5% | -9.9% | +13.1% |
| 6M | +22.3% | +35.9% | -13.5% | +10.6% |
| YTD | +26.5% | +35.4% | -8.8% | +13.4% |
| 1Y | +27.0% | +9.8% | +17.3% | +20.1% |
| 3Y | +149.6% | -32.7% | +182.3% | +162.8% |
| 5Y | +118.1% | -65.6% | +183.6% | +179.5% |
| 10Y | +369.0% | -34.9% | +403.9% | +384.4% |
| All | +3,716.0% | +589.9% | +3,126.1% | +2,168.5% |
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 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