-66.0%
BAX vs COMP
-52.0%
-14.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.2% | -0.3% |
| 7D | +12.1% | +13.4% | -1.3% | +11.0% |
| 30D | +7.6% | +11.1% | -3.5% | +6.6% |
| 3M | -4.5% | -18.8% | +14.4% | -3.2% |
| 6M | +52.0% | +10.5% | +41.5% | +50.0% |
| YTD | +35.1% | -3.4% | +38.5% | +33.8% |
| 1Y | +43.7% | +19.7% | +24.0% | +40.3% |
| 3Y | -20.9% | +381.6% | -402.5% | -30.9% |
| 5Y | -63.5% | -17.6% | -46.0% | -67.6% |
| All | -66.0% | -52.0% | -14.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling