+17.1%
BAX vs ACWI
+356.8%
-339.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | -5.5% | +0.9% | -6.3% | -6.0% |
| 3M | +33.5% | +2.4% | +31.1% | +31.4% |
| 6M | +35.9% | +12.4% | +23.5% | +26.4% |
| YTD | +35.4% | +15.2% | +20.2% | +24.2% |
| 1Y | +9.8% | +22.7% | -13.0% | -3.1% |
| 3Y | -32.7% | +75.8% | -108.5% | -52.2% |
| 5Y | -65.6% | +67.7% | -133.3% | -75.1% |
| 10Y | -34.9% | +229.0% | -263.9% | -68.3% |
| All | +17.1% | +356.8% | -339.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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