+144.9%
BAX vs A
+566.3%
-421.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.9% |
| 7D | +9.0% | +4.8% | +4.3% | +8.2% |
| 30D | +8.5% | +5.6% | +2.8% | +7.5% |
| 3M | -4.1% | +23.6% | -27.7% | -7.5% |
| 6M | +46.9% | +56.4% | -9.4% | +36.0% |
| YTD | +38.4% | +33.4% | +5.0% | +31.5% |
| 1Y | +47.0% | +23.7% | +23.3% | +41.4% |
| 3Y | -14.9% | +71.0% | -85.9% | -22.3% |
| 5Y | -62.5% | +16.8% | -79.3% | -64.0% |
| 10Y | -33.9% | +323.8% | -357.7% | -46.0% |
| All | +144.9% | +566.3% | -421.3% | +78.2% |
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 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