+1,394.9%
BA vs ALL
+3,771.7%
-2,376.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -0.1% | +4.2% | -4.3% | -1.7% |
| 30D | -9.1% | +18.9% | -28.1% | -15.0% |
| 3M | -28.2% | +1.2% | -29.4% | -28.8% |
| 6M | -23.1% | +23.2% | -46.3% | -29.9% |
| YTD | -20.6% | +30.0% | -50.6% | -29.4% |
| 1Y | -12.7% | +39.6% | -52.3% | -24.7% |
| 3Y | -11.6% | +115.2% | -126.8% | -37.4% |
| 5Y | -23.1% | +156.2% | -179.4% | -50.3% |
| 10Y | +34.4% | +398.0% | -363.6% | -28.8% |
| All | +1,394.9% | +3,771.7% | -2,376.7% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling