+145.0%
BAX vs A
+557.8%
-412.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +3.6% | +1.4% | +2.3% | +3.4% |
| 30D | +8.5% | +4.3% | +4.2% | +7.7% |
| 3M | -4.9% | +19.8% | -24.6% | -7.7% |
| 6M | +47.0% | +54.4% | -7.4% | +36.3% |
| YTD | +38.4% | +31.7% | +6.7% | +31.9% |
| 1Y | +49.1% | +22.4% | +26.7% | +43.7% |
| 3Y | -14.9% | +67.7% | -82.6% | -22.0% |
| 5Y | -63.1% | +15.7% | -78.9% | -64.6% |
| 10Y | -35.6% | +308.7% | -344.3% | -47.2% |
| All | +145.0% | +557.8% | -412.8% | +78.7% |
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