+37.9%
BAX vs AMC
+37.4%
+0.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -2.1% |
| 7D | +0.4% | +8.4% | -8.1% | -0.2% |
| 30D | +3.4% | +9.2% | -5.7% | +2.8% |
| 3M | -4.5% | +32.0% | -36.5% | -6.2% |
| 6M | +44.0% | +149.3% | -105.2% | +28.4% |
| YTD | +34.9% | +114.1% | -79.2% | +20.3% |
| 1Y | +37.9% | +35.8% | +2.1% | +31.5% |
| All | +37.9% | +37.4% | +0.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling