-14.9%
BAX vs AR
+42.3%
-57.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.1% |
| 7D | +3.6% | -5.8% | +9.4% | +4.1% |
| 30D | +8.5% | +4.8% | +3.7% | +7.9% |
| 3M | -4.9% | +1.5% | -6.4% | -5.2% |
| 6M | +47.0% | +4.7% | +42.3% | +45.8% |
| YTD | +38.4% | +9.2% | +29.2% | +35.8% |
| 1Y | +49.1% | +11.2% | +38.0% | +45.7% |
| 3Y | -14.9% | +46.2% | -61.1% | -23.5% |
| All | -14.9% | +42.3% | -57.2% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling