-63.4%
BAX vs M
-2.0%
-61.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -4.6% | +2.2% | -6.8% | -5.2% |
| 6M | +50.4% | +35.1% | +15.3% | +42.6% |
| YTD | +38.0% | +15.8% | +22.2% | +33.8% |
| 1Y | +44.6% | +25.8% | +18.8% | +38.4% |
| 3Y | -15.1% | +156.2% | -171.4% | -27.8% |
| All | -63.4% | -2.0% | -61.4% | -67.3% |
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 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