+16.3%
BAX vs ACWI
+330.1%
-313.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -0.8% |
| 7D | +9.1% | -4.0% | +13.2% | +12.0% |
| 30D | +5.3% | -5.8% | +11.1% | +9.3% |
| 3M | -6.1% | -5.0% | -1.1% | -3.1% |
| 6M | +53.3% | +0.7% | +52.6% | +52.3% |
| YTD | +34.4% | +8.4% | +26.0% | +28.1% |
| 1Y | +43.2% | +10.1% | +33.1% | +35.1% |
| 3Y | -20.1% | +70.8% | -90.9% | -42.2% |
| 5Y | -63.7% | +55.4% | -119.1% | -72.5% |
| 10Y | -36.3% | +223.3% | -259.7% | -68.6% |
| All | +16.3% | +330.1% | -313.9% | -54.5% |
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