-10.6%
BA vs AA
+48.6%
-59.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -1.5% |
| 7D | -0.1% | -3.7% | +3.6% | +0.6% |
| 30D | -9.1% | -10.8% | +1.6% | -7.2% |
| 3M | -28.2% | -19.1% | -9.1% | -25.5% |
| 6M | -23.1% | -38.7% | +15.6% | -16.6% |
| YTD | -20.6% | -27.1% | +6.6% | -18.1% |
| 1Y | -12.7% | +8.3% | -21.0% | -18.2% |
| All | -10.6% | +48.6% | -59.1% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling