-30.0%
BAX vs P
+158.6%
-188.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.0% |
| 7D | -1.1% | +6.5% | -7.7% | -1.5% |
| 30D | -5.5% | +18.8% | -24.3% | -6.4% |
| 3M | +33.5% | +26.7% | +6.8% | +31.5% |
| 6M | +35.9% | +62.2% | -26.3% | +31.1% |
| YTD | +35.4% | +48.5% | -13.1% | +31.3% |
| 1Y | +9.8% | +26.4% | -16.6% | +6.7% |
| All | -30.0% | +158.6% | -188.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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