-0.9%
BA vs ALL
+118.4%
-119.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | +1.2% | 0.0% | +1.1% | +1.1% |
| 30D | -11.6% | -1.5% | -10.1% | -11.4% |
| 3M | -2.4% | +23.6% | -26.0% | -7.8% |
| 6M | -6.6% | +22.3% | -29.0% | -11.7% |
| YTD | -2.2% | +26.5% | -28.8% | -8.6% |
| 1Y | -8.0% | +27.0% | -35.0% | -14.3% |
| 3Y | -5.0% | +149.6% | -154.6% | -31.6% |
| All | -0.9% | +118.4% | -119.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling