+39,729.4%
LOW vs BAX
+897.0%
+38,832.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +21.3% | +3.4% | +17.9% | +19.7% |
| 3M | +6.0% | -4.5% | +10.4% | +7.1% |
| 6M | +2.6% | +44.0% | -41.4% | -9.3% |
| YTD | -3.6% | +34.9% | -38.5% | -14.1% |
| 1Y | -1.0% | +37.9% | -38.9% | -12.5% |
| 3Y | +24.2% | -17.1% | +41.2% | +24.4% |
| 5Y | +6.3% | -64.3% | +70.6% | +37.2% |
| 10Y | +294.1% | -35.9% | +330.0% | +318.8% |
| All | +39,729.4% | +897.0% | +38,832.5% | +14,668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling