-19.0%
BAX vs A
+64.5%
-83.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +0.1% | -0.5% | +0.5% | +0.3% |
| 30D | +4.1% | 0.0% | +4.1% | +4.0% |
| 3M | -4.5% | +16.7% | -21.2% | -11.7% |
| 6M | +49.2% | +54.8% | -5.6% | +18.9% |
| YTD | +35.2% | +28.8% | +6.4% | +18.6% |
| 1Y | +38.3% | +19.3% | +19.0% | +26.0% |
| 3Y | -19.0% | +65.5% | -84.6% | -35.3% |
| All | -19.0% | +64.5% | -83.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling