+216.0%
C vs BAX
-18.0%
+234.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +2.0% | +4.1% | -2.1% | +0.9% |
| 3M | -10.1% | -4.5% | -5.6% | -9.4% |
| 6M | +1.0% | +49.2% | -48.3% | -9.1% |
| YTD | +8.5% | +35.2% | -26.8% | -0.6% |
| 1Y | +25.7% | +38.3% | -12.6% | +14.5% |
| 3Y | +216.0% | -19.0% | +235.0% | +210.1% |
| All | +216.0% | -18.0% | +234.0% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling