-6.2%
BAX vs P
+449.6%
-455.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -16.4% | +13.2% | -1.8% |
| 7D | +9.1% | -31.9% | +41.0% | +12.4% |
| 30D | +5.3% | -36.5% | +41.8% | +8.9% |
| 3M | -6.1% | +11.6% | -17.7% | -8.0% |
| 6M | +53.3% | +25.2% | +28.1% | +47.4% |
| YTD | +34.4% | +39.4% | -5.0% | +27.6% |
| 1Y | +43.2% | -3.7% | +46.9% | +39.7% |
| 3Y | -20.1% | +167.3% | -187.4% | -32.2% |
| 5Y | -63.7% | +237.3% | -301.1% | -70.7% |
| 10Y | -36.3% | +698.6% | -735.0% | -55.3% |
| All | -6.2% | +449.6% | -455.9% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling