-11.9%
BA vs BAX
+38.8%
-50.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -7.1% | +4.1% | -11.2% | -7.9% |
| 3M | -25.5% | -4.5% | -21.0% | -25.0% |
| 6M | -28.7% | +49.2% | -78.0% | -32.0% |
| YTD | -21.0% | +35.2% | -56.3% | -26.3% |
| 1Y | -11.9% | +38.3% | -50.1% | -18.0% |
| All | -11.9% | +38.8% | -50.7% | -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