-11.0%
BA vs ALL
+32.6%
-43.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -8.9% | +13.8% | -22.7% | -8.2% |
| 3M | -25.5% | -2.8% | -22.8% | -26.0% |
| 6M | -27.0% | +23.7% | -50.6% | -25.2% |
| YTD | -20.1% | +27.3% | -47.4% | -17.8% |
| 1Y | -11.0% | +30.5% | -41.5% | -8.4% |
| All | -11.0% | +32.6% | -43.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling