-17.4%
BAX vs M
+159.6%
-176.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -0.6% | -3.3% | +2.7% | +0.1% |
| 30D | +6.3% | +8.1% | -1.8% | +4.1% |
| 3M | -4.6% | +2.2% | -6.8% | -5.4% |
| 6M | +50.4% | +35.1% | +15.3% | +39.4% |
| YTD | +38.0% | +15.8% | +22.2% | +32.0% |
| 1Y | +44.6% | +25.8% | +18.8% | +35.8% |
| All | -17.4% | +159.6% | -176.9% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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