+43.2%
BAX vs AS
0.0%
+43.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.4% |
| 7D | +9.1% | +7.1% | +2.0% | +6.7% |
| 30D | +5.3% | +12.8% | -7.5% | +1.0% |
| 3M | -6.1% | -14.7% | +8.6% | -1.0% |
| 6M | +53.3% | -9.9% | +63.2% | +57.6% |
| YTD | +34.4% | -16.1% | +50.6% | +41.8% |
| 1Y | +43.2% | +0.2% | +43.0% | +49.9% |
| All | +43.2% | 0.0% | +43.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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