-36.8%
BAX vs AR
+44.3%
-81.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +12.1% | -14.3% | +26.4% | +13.0% |
| 30D | +7.6% | +1.4% | +6.2% | +7.4% |
| 3M | -4.5% | +3.4% | -7.9% | -4.8% |
| 6M | +52.0% | -2.1% | +54.1% | +51.9% |
| YTD | +35.1% | +4.7% | +30.4% | +34.3% |
| 1Y | +43.7% | +10.6% | +33.1% | +42.3% |
| 3Y | -20.9% | +24.6% | -45.5% | -22.8% |
| 5Y | -63.5% | +71.9% | -135.4% | -65.1% |
| All | -36.8% | +44.3% | -81.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling