-30.9%
BAX vs AS
+120.4%
-151.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.3% |
| 7D | -1.1% | -4.9% | +3.7% | -0.2% |
| 30D | -5.5% | -19.6% | +14.2% | -1.4% |
| 3M | +33.5% | -14.4% | +47.9% | +37.4% |
| 6M | +35.9% | -20.1% | +56.0% | +41.0% |
| YTD | +35.4% | -20.9% | +56.3% | +40.8% |
| 1Y | +9.8% | -21.9% | +31.6% | +14.0% |
| All | -30.9% | +120.4% | -151.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling