-22.4%
BA vs BAX
-64.3%
+42.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -0.6% | +0.4% | -0.9% | -0.6% |
| 30D | -8.0% | +3.4% | -11.4% | -8.8% |
| 3M | -25.8% | -4.5% | -21.3% | -25.3% |
| 6M | -27.6% | +44.0% | -71.6% | -32.6% |
| YTD | -21.0% | +34.9% | -55.9% | -26.4% |
| 1Y | -12.3% | +37.9% | -50.2% | -18.8% |
| 3Y | -12.8% | -17.1% | +4.3% | -13.3% |
| 5Y | -22.4% | -64.3% | +41.9% | -11.8% |
| All | -22.4% | -64.3% | +42.0% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling