-65.1%
BAX vs COMP
-52.8%
-12.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.8% | +3.4% |
| 7D | +4.1% | +9.5% | -5.4% | +3.4% |
| 30D | +9.4% | +8.1% | +1.3% | +8.7% |
| 3M | -6.5% | -16.3% | +9.8% | -5.5% |
| 6M | +59.6% | +42.2% | +17.4% | +54.4% |
| YTD | +38.9% | -5.0% | +43.9% | +37.7% |
| 1Y | +48.0% | +20.1% | +27.9% | +44.6% |
| 3Y | -17.5% | +358.4% | -375.9% | -27.6% |
| 5Y | -62.7% | -21.9% | -40.7% | -66.8% |
| All | -65.1% | -52.8% | -12.3% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling