+248.5%
ALAB vs BA
-3.1%
+251.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -7.5% | 0.0% | -7.5% | -7.3% |
| 30D | -36.8% | -8.9% | -27.9% | -34.4% |
| 3M | -31.9% | -25.5% | -6.3% | -21.7% |
| 6M | +8.2% | -27.0% | +35.2% | +24.9% |
| YTD | +29.9% | -20.1% | +50.1% | +43.3% |
| 1Y | +24.4% | -11.0% | +35.4% | +29.5% |
| All | +248.5% | -3.1% | +251.6% | +298.6% |
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