+18.0%
BAC vs BAX
-63.7%
+81.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | +12.1% | -13.3% | -3.7% |
| 30D | -7.7% | +7.6% | -15.3% | -9.3% |
| 3M | -21.2% | -4.5% | -16.7% | -20.6% |
| 6M | -6.8% | +52.0% | -58.9% | -16.2% |
| YTD | -8.7% | +35.1% | -43.8% | -16.4% |
| 1Y | -5.3% | +43.7% | -49.0% | -14.7% |
| 3Y | +87.4% | -20.9% | +108.4% | +91.2% |
| All | +18.0% | -63.7% | +81.7% | +56.4% |
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