-65.8%
BAX vs AR
+143.7%
-209.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -5.5% | +14.8% | -20.2% | -6.7% |
| 3M | +33.5% | +6.2% | +27.3% | +32.6% |
| 6M | +35.9% | +4.3% | +31.6% | +34.7% |
| YTD | +35.4% | +14.4% | +21.0% | +32.8% |
| 1Y | +9.8% | +21.3% | -11.6% | +6.8% |
| 3Y | -32.7% | +39.8% | -72.5% | -36.6% |
| All | -65.8% | +143.7% | -209.5% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling