+26.6%
BA vs A
+312.5%
-285.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | 0.0% | +1.4% | -1.3% | -0.7% |
| 30D | -8.9% | +4.3% | -13.2% | -11.1% |
| 3M | -25.5% | +19.8% | -45.3% | -32.6% |
| 6M | -27.0% | +54.4% | -81.3% | -42.8% |
| YTD | -20.1% | +31.7% | -51.9% | -32.5% |
| 1Y | -11.0% | +22.4% | -33.4% | -22.0% |
| 3Y | -11.8% | +67.7% | -79.5% | -38.8% |
| 5Y | -20.6% | +15.7% | -36.4% | -33.2% |
| 10Y | +26.6% | +308.7% | -282.1% | -46.1% |
| All | +26.6% | +312.5% | -285.9% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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