-14.9%
BAX vs P
+190.3%
-205.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +2.1% |
| 7D | +9.0% | -9.6% | +18.7% | +9.4% |
| 30D | +8.5% | -33.4% | +41.9% | +10.0% |
| 3M | -4.1% | +14.2% | -18.3% | -5.3% |
| 6M | +46.9% | +31.6% | +15.4% | +43.3% |
| YTD | +38.4% | +53.5% | -15.1% | +33.4% |
| 1Y | +47.0% | +14.2% | +32.8% | +43.3% |
| 3Y | -14.9% | +190.5% | -205.4% | -23.7% |
| All | -14.9% | +190.3% | -205.3% | -23.7% |
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