-11.8%
BA vs BAX
-15.3%
+3.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | 0.0% | +3.6% | -3.6% | -0.6% |
| 30D | -8.9% | +8.5% | -17.4% | -10.5% |
| 3M | -25.5% | -4.9% | -20.7% | -24.9% |
| 6M | -27.0% | +47.0% | -73.9% | -32.4% |
| YTD | -20.1% | +38.4% | -58.6% | -26.4% |
| 1Y | -11.0% | +49.1% | -60.1% | -19.4% |
| 3Y | -11.8% | -14.9% | +3.0% | -12.2% |
| All | -11.8% | -15.3% | +3.5% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling