+28.1%
BA vs ALL
+367.3%
-339.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.7% | -3.9% | +2.1% | +0.5% |
| 30D | -9.5% | +10.6% | -20.1% | -14.9% |
| 3M | -26.5% | -4.6% | -21.9% | -24.8% |
| 6M | -27.4% | +20.2% | -47.6% | -36.7% |
| YTD | -20.6% | +23.7% | -44.3% | -32.7% |
| 1Y | -11.4% | +27.9% | -39.3% | -26.8% |
| 3Y | -10.8% | +109.2% | -120.0% | -52.0% |
| 5Y | -21.9% | +148.0% | -169.9% | -66.7% |
| 10Y | +28.1% | +363.8% | -335.6% | -59.8% |
| All | +28.1% | +367.3% | -339.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling