-20.9%
BAX vs P
+175.5%
-196.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.4% |
| 7D | +12.1% | -23.8% | +35.9% | +13.2% |
| 30D | +7.6% | -36.6% | +44.2% | +9.4% |
| 3M | -4.5% | +10.9% | -15.4% | -5.6% |
| 6M | +52.0% | +30.0% | +22.0% | +48.1% |
| YTD | +35.1% | +44.4% | -9.2% | +30.6% |
| 1Y | +43.7% | +3.9% | +39.8% | +40.8% |
| 3Y | -20.9% | +176.6% | -197.5% | -29.0% |
| All | -20.9% | +175.5% | -196.4% | -29.0% |
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