-5.6%
BAX vs P
+485.4%
-490.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -1.1% | +6.5% | -7.7% | -1.7% |
| 30D | -5.5% | +18.8% | -24.3% | -7.1% |
| 3M | +33.5% | +26.7% | +6.8% | +29.9% |
| 6M | +35.9% | +62.2% | -26.3% | +28.4% |
| YTD | +35.4% | +48.5% | -13.1% | +28.7% |
| 1Y | +9.8% | +26.4% | -16.6% | +5.0% |
| 3Y | -32.7% | +159.4% | -192.1% | -42.3% |
| 5Y | -65.6% | +275.8% | -341.3% | -72.3% |
| 10Y | -34.9% | +732.0% | -766.9% | -54.2% |
| All | -5.6% | +485.4% | -490.9% | -33.6% |
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