+1,821.9%
BA vs BAX
+900.4%
+921.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | -11.6% | -5.5% | -6.2% | -10.1% |
| 3M | -2.4% | +33.5% | -35.9% | -11.2% |
| 6M | -6.6% | +35.9% | -42.5% | -16.0% |
| YTD | -2.2% | +35.4% | -37.6% | -13.0% |
| 1Y | -8.0% | +9.8% | -17.8% | -13.0% |
| 3Y | -5.0% | -32.7% | +27.7% | +1.3% |
| 5Y | -2.7% | -65.6% | +62.8% | +26.5% |
| 10Y | +75.9% | -34.9% | +110.8% | +84.6% |
| All | +1,821.9% | +900.4% | +921.5% | +642.1% |
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