-11.8%
BA vs A
+20.8%
-32.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -7.9% | +3.4% | -11.3% | -8.2% |
| 3M | -25.3% | +23.8% | -49.1% | -27.3% |
| 6M | -24.6% | +49.0% | -73.6% | -28.6% |
| YTD | -20.1% | +29.4% | -49.5% | -24.6% |
| 1Y | -11.8% | +19.4% | -31.1% | -17.4% |
| All | -11.8% | +20.8% | -32.5% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling