-65.8%
BAX vs M
+27.3%
-93.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -1.1% | +4.7% | -5.9% | -1.9% |
| 30D | -5.5% | -9.6% | +4.2% | -3.9% |
| 3M | +33.5% | +0.9% | +32.7% | +33.3% |
| 6M | +35.9% | +22.3% | +13.6% | +31.6% |
| YTD | +35.4% | +6.5% | +28.8% | +33.6% |
| 1Y | +9.8% | +38.8% | -29.0% | +4.3% |
| 3Y | -32.7% | +115.9% | -148.6% | -40.5% |
| All | -65.8% | +27.3% | -93.1% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling