-4.6%
BA vs AA
+67.9%
-72.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -11.6% | +5.0% | -16.6% | -12.6% |
| 3M | -2.4% | -35.8% | +33.5% | +5.6% |
| 6M | -6.6% | -18.4% | +11.8% | -4.6% |
| YTD | -2.2% | -5.5% | +3.2% | -3.9% |
| 1Y | -8.0% | +61.0% | -69.0% | -20.2% |
| All | -4.6% | +67.9% | -72.6% | -23.7% |
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