+521.5%
BA vs A
+535.2%
-13.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.7% |
| 7D | -0.1% | -5.2% | +5.1% | +1.3% |
| 30D | -9.1% | +1.4% | -10.6% | -9.6% |
| 3M | -28.2% | +21.9% | -50.1% | -32.2% |
| 6M | -23.1% | +46.7% | -69.8% | -31.4% |
| YTD | -20.6% | +27.2% | -47.7% | -26.6% |
| 1Y | -12.7% | +17.9% | -30.6% | -17.8% |
| 3Y | -11.6% | +61.1% | -72.7% | -24.5% |
| 5Y | -23.1% | +13.8% | -37.0% | -28.8% |
| 10Y | +34.4% | +318.8% | -284.5% | -8.4% |
| All | +521.5% | +535.2% | -13.7% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling