-63.9%
BAX vs P
+247.4%
-311.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.4% |
| 7D | +12.1% | -23.8% | +35.9% | +13.3% |
| 30D | +7.6% | -36.6% | +44.2% | +9.5% |
| 3M | -4.5% | +10.9% | -15.4% | -5.6% |
| 6M | +52.0% | +30.0% | +22.0% | +48.2% |
| YTD | +35.1% | +44.4% | -9.2% | +30.7% |
| 1Y | +43.7% | +3.9% | +39.8% | +40.9% |
| 3Y | -20.9% | +176.6% | -197.5% | -28.7% |
| All | -63.9% | +247.4% | -311.3% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling