-31.0%
BAX vs AS
+134.9%
-165.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +12.1% | +6.9% | +5.2% | +10.7% |
| 30D | +7.6% | +16.0% | -8.4% | +4.4% |
| 3M | -4.5% | -12.8% | +8.4% | -2.1% |
| 6M | +52.0% | -15.4% | +67.4% | +56.3% |
| YTD | +35.1% | -15.7% | +50.9% | +38.7% |
| 1Y | +43.7% | +6.1% | +37.6% | +42.2% |
| All | -31.0% | +134.9% | -165.8% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling