-11.0%
BA vs AA
+4.5%
-15.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -8.9% | -5.0% | -3.9% | -8.4% |
| 3M | -25.5% | -22.2% | -3.3% | -23.5% |
| 6M | -27.0% | -36.3% | +9.4% | -24.0% |
| YTD | -20.1% | -24.2% | +4.0% | -19.6% |
| 1Y | -11.0% | +3.9% | -14.9% | -13.3% |
| All | -11.0% | +4.5% | -15.5% | -13.3% |
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