+16.9%
BAX vs ACWI
+330.0%
-313.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +12.1% | -2.4% | +14.5% | +13.8% |
| 30D | +7.6% | -5.2% | +12.8% | +11.3% |
| 3M | -4.5% | -4.8% | +0.3% | -1.5% |
| 6M | +52.0% | -1.3% | +53.3% | +53.0% |
| YTD | +35.1% | +8.4% | +26.8% | +28.8% |
| 1Y | +43.7% | +11.0% | +32.7% | +34.9% |
| 3Y | -20.9% | +70.6% | -91.5% | -42.7% |
| 5Y | -63.5% | +55.3% | -118.9% | -72.3% |
| 10Y | -36.0% | +223.2% | -259.2% | -68.4% |
| All | +16.9% | +330.0% | -313.1% | -54.2% |
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