-21.4%
BAX vs COMP
+309.8%
-331.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -2.3% |
| 7D | +9.1% | -1.8% | +11.0% | +9.4% |
| 30D | +5.3% | -0.8% | +6.0% | +5.2% |
| 3M | -6.1% | -28.1% | +22.0% | -3.0% |
| 6M | +53.3% | +27.0% | +26.3% | +47.8% |
| YTD | +34.4% | -12.8% | +47.2% | +33.7% |
| 1Y | +43.2% | +4.9% | +38.3% | +40.3% |
| All | -21.4% | +309.8% | -331.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling