-10.6%
BA vs AA
+13.9%
-24.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.8% |
| 7D | +5.9% | +0.9% | +5.0% | +5.8% |
| 30D | -8.2% | -6.4% | -1.7% | -7.5% |
| 3M | -25.4% | -13.0% | -12.4% | -24.3% |
| 6M | -20.0% | -34.6% | +14.6% | -17.0% |
| YTD | -18.5% | -23.0% | +4.6% | -17.9% |
| 1Y | -10.6% | +16.0% | -26.6% | -12.4% |
| All | -10.6% | +13.9% | -24.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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