+48.0%
BAX vs S
+36.5%
+11.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.9% |
| 7D | +4.1% | -8.2% | +12.3% | +4.6% |
| 30D | +9.4% | -7.6% | +17.0% | +9.8% |
| 3M | -6.5% | +12.0% | -18.5% | -7.6% |
| 6M | +59.6% | +50.6% | +9.0% | +53.8% |
| YTD | +38.9% | +56.6% | -17.7% | +31.8% |
| 1Y | +48.0% | +39.2% | +8.8% | +41.3% |
| All | +48.0% | +36.5% | +11.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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