-20.9%
BAX vs COMP
+353.8%
-374.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.2% | -0.6% |
| 7D | +12.1% | +13.4% | -1.3% | +10.5% |
| 30D | +7.6% | +11.1% | -3.5% | +6.1% |
| 3M | -4.5% | -18.8% | +14.4% | -2.7% |
| 6M | +52.0% | +10.5% | +41.5% | +49.1% |
| YTD | +35.1% | -3.4% | +38.5% | +32.9% |
| 1Y | +43.7% | +19.7% | +24.0% | +38.9% |
| 3Y | -20.9% | +381.6% | -402.5% | -36.6% |
| All | -20.9% | +353.8% | -374.7% | -36.6% |
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 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