+49.1%
BAX vs AR
+6.0%
+43.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +9.0% | -10.5% | +19.6% | +8.5% |
| 30D | +8.5% | +1.3% | +7.2% | +8.2% |
| 3M | -4.1% | +4.8% | -8.9% | -4.1% |
| 6M | +46.9% | +1.2% | +45.8% | +46.8% |
| YTD | +38.4% | +5.5% | +32.9% | +37.2% |
| All | +49.1% | +6.0% | +43.1% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling