-10.8%
BA vs ALL
+108.4%
-119.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.7% | -3.9% | +2.1% | -1.4% |
| 30D | -9.5% | +10.6% | -20.1% | -10.1% |
| 3M | -26.5% | -4.6% | -21.9% | -26.3% |
| 6M | -27.4% | +20.2% | -47.6% | -28.6% |
| YTD | -20.6% | +23.7% | -44.3% | -22.3% |
| 1Y | -11.4% | +27.9% | -39.3% | -13.8% |
| 3Y | -10.8% | +109.2% | -120.0% | -7.9% |
| All | -10.8% | +108.4% | -119.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling