+52.0%
BAX vs A
+46.4%
+5.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +12.1% | -0.1% | +12.2% | +12.2% |
| 30D | +7.6% | +3.4% | +4.2% | +7.0% |
| 3M | -4.5% | +23.8% | -28.3% | -8.0% |
| 6M | +52.0% | +49.0% | +3.0% | +44.3% |
| All | +52.0% | +46.4% | +5.7% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling