-0.1%
BAX vs RUN
-48.0%
+48.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.9% |
| 30D | -12.2% | -10.8% | -1.3% | -11.2% |
| 3M | +21.8% | -30.2% | +52.0% | +25.6% |
| 6M | +36.3% | -22.3% | +58.6% | +38.7% |
| YTD | +27.8% | -52.2% | +80.0% | +32.3% |
| 1Y | -0.1% | -45.1% | +45.0% | +4.1% |
| All | -0.1% | -48.0% | +48.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling