+35,474.9%
LOW vs BAX
+900.4%
+34,574.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.9% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | -7.0% | -5.5% | -1.6% | -5.4% |
| 3M | -0.9% | +33.5% | -34.4% | -9.9% |
| 6M | -20.1% | +35.9% | -55.9% | -28.0% |
| YTD | -13.9% | +35.4% | -49.3% | -23.1% |
| 1Y | -21.1% | +9.8% | -30.9% | -25.3% |
| 3Y | -6.6% | -32.7% | +26.1% | 0.0% |
| 5Y | +9.4% | -65.6% | +74.9% | +43.1% |
| 10Y | +220.5% | -34.9% | +255.4% | +239.8% |
| All | +35,474.9% | +900.4% | +34,574.4% | +13,122.4% |
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