+249.6%
ALAB vs BA
-3.7%
+253.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.6% | +14.3% | +14.0% |
| 7D | -5.6% | -1.7% | -3.9% | -4.6% |
| 30D | -36.6% | -9.5% | -27.2% | -34.0% |
| 3M | -35.1% | -26.5% | -8.6% | -24.9% |
| 6M | +8.5% | -27.4% | +35.9% | +25.6% |
| YTD | +30.4% | -20.6% | +51.0% | +44.1% |
| 1Y | +31.0% | -11.4% | +42.5% | +36.7% |
| All | +249.6% | -3.7% | +253.3% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling