+139.5%
BAX vs A
+457.0%
-317.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -5.5% | +6.9% | -12.4% | -6.5% |
| 3M | +33.5% | +9.2% | +24.3% | +31.5% |
| 6M | +35.9% | +25.7% | +10.2% | +30.4% |
| YTD | +35.4% | +11.5% | +23.8% | +32.6% |
| 1Y | +9.8% | +18.4% | -8.6% | +6.4% |
| 3Y | -32.7% | +26.6% | -59.3% | -35.6% |
| 5Y | -65.6% | -12.8% | -52.7% | -65.4% |
| 10Y | -34.9% | +247.2% | -282.1% | -45.1% |
| All | +139.5% | +457.0% | -317.5% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling