-37.1%
BAX vs A
+237.5%
-274.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.5% |
| 7D | -2.4% | -2.1% | -0.4% | -1.5% |
| 30D | -9.7% | +0.6% | -10.3% | -10.1% |
| 3M | +29.3% | +10.9% | +18.4% | +22.9% |
| 6M | +40.7% | +28.2% | +12.5% | +23.6% |
| YTD | +30.3% | +8.6% | +21.7% | +24.0% |
| 1Y | +3.4% | +15.5% | -12.1% | -4.7% |
| 3Y | -32.0% | +31.8% | -63.8% | -42.3% |
| 5Y | -66.9% | -14.9% | -52.0% | -66.2% |
| 10Y | -37.1% | +237.8% | -274.9% | -67.2% |
| All | -37.1% | +237.5% | -274.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling