-11.8%
BA vs BAX
+44.0%
-55.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.1% | +12.1% | -11.1% | -0.6% |
| 30D | -7.9% | +7.6% | -15.5% | -9.1% |
| 3M | -25.3% | -4.5% | -20.8% | -24.8% |
| 6M | -24.6% | +52.0% | -76.6% | -28.2% |
| YTD | -20.1% | +35.1% | -55.3% | -25.4% |
| 1Y | -11.8% | +43.7% | -55.5% | -18.0% |
| All | -11.8% | +44.0% | -55.8% | -18.0% |
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