-6.5%
IR vs BAX
+2.7%
-9.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.4% |
| 7D | +0.6% | -2.4% | +3.1% | +1.4% |
| 30D | -13.6% | -9.7% | -3.9% | -10.8% |
| 3M | +3.7% | +29.3% | -25.6% | -4.9% |
| 6M | -13.1% | +40.7% | -53.7% | -22.7% |
| YTD | -5.1% | +30.3% | -35.4% | -15.1% |
| 1Y | -6.5% | +3.4% | -9.9% | -13.8% |
| All | -6.5% | +2.7% | -9.2% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling