+1,462.0%
BA vs AA
+204.6%
+1,257.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -0.9% |
| 7D | -0.1% | -3.7% | +3.6% | +1.1% |
| 30D | -9.1% | -10.8% | +1.6% | -6.1% |
| 3M | -28.2% | -19.1% | -9.1% | -24.0% |
| 6M | -23.1% | -38.7% | +15.6% | -12.5% |
| YTD | -20.6% | -27.1% | +6.6% | -16.0% |
| 1Y | -12.7% | +8.3% | -21.0% | -19.1% |
| 3Y | -11.6% | +49.6% | -61.1% | -31.3% |
| 5Y | -23.1% | -15.5% | -7.7% | -35.3% |
| 10Y | +34.4% | +60.9% | -26.5% | -24.0% |
| All | +1,462.0% | +204.6% | +1,257.4% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling