+139.4%
BAC vs BAX
-31.1%
+170.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | -0.4% | -5.5% | +5.1% | +0.6% |
| 3M | +16.9% | +33.5% | -16.6% | +10.1% |
| 6M | +26.6% | +35.9% | -9.2% | +18.4% |
| YTD | +15.8% | +35.4% | -19.6% | +7.8% |
| 1Y | +27.2% | +9.8% | +17.4% | +22.8% |
| All | +139.4% | -31.1% | +170.6% | +149.6% |
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