-66.0%
BAX vs COMP
-47.7%
-18.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -5.5% | -13.3% | +7.9% | -4.5% |
| 3M | +33.5% | +41.1% | -7.6% | +29.9% |
| 6M | +35.9% | +17.2% | +18.7% | +33.1% |
| YTD | +35.4% | +5.2% | +30.2% | +33.4% |
| 1Y | +9.8% | +18.9% | -9.2% | +7.1% |
| 3Y | -32.7% | +215.9% | -248.6% | -39.9% |
| 5Y | -65.6% | -31.2% | -34.4% | -69.6% |
| All | -66.0% | -47.7% | -18.3% | -69.7% |
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