-34.4%
BAX vs AR
+58.9%
-93.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -0.6% | +2.1% | -2.7% | -0.7% |
| 30D | +6.3% | +4.5% | +1.8% | +6.0% |
| 3M | -4.6% | +1.0% | -5.6% | -4.7% |
| 6M | +50.4% | +4.4% | +46.0% | +49.7% |
| YTD | +38.0% | +10.9% | +27.1% | +36.7% |
| 1Y | +44.6% | +8.6% | +36.1% | +43.3% |
| 3Y | -15.1% | +48.5% | -63.6% | -17.9% |
| 5Y | -63.3% | +95.7% | -159.0% | -65.0% |
| 10Y | -34.4% | +55.5% | -89.8% | -39.7% |
| All | -34.4% | +58.9% | -93.3% | -39.7% |
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