+38.3%
BAX vs COMP
+7.7%
+30.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +4.1% | +16.6% | -12.5% | +0.9% |
| 3M | -4.5% | -23.5% | +19.0% | -0.3% |
| 6M | +49.2% | +25.7% | +23.5% | +40.1% |
| YTD | +35.2% | -3.4% | +38.7% | +33.5% |
| 1Y | +38.3% | +7.6% | +30.7% | +31.4% |
| All | +38.3% | +7.7% | +30.6% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling