+1,480.5%
BA vs BAX
+920.2%
+560.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -7.9% | +6.3% | -14.2% | -10.0% |
| 3M | -25.2% | -4.6% | -20.6% | -24.5% |
| 6M | -26.7% | +50.4% | -77.1% | -36.2% |
| YTD | -19.6% | +38.0% | -57.6% | -29.2% |
| 1Y | -10.6% | +44.6% | -55.2% | -22.6% |
| 3Y | -11.2% | -15.1% | +3.9% | -12.3% |
| 5Y | -20.4% | -63.3% | +42.9% | +0.9% |
| 10Y | +26.8% | -34.4% | +61.1% | +32.3% |
| All | +1,480.5% | +920.2% | +560.3% | +503.5% |
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