-10.6%
BA vs AMC
+38.0%
-48.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.3% | -5.2% | +1.8% |
| 7D | +5.9% | +17.7% | -11.8% | +5.1% |
| 30D | -8.2% | +26.2% | -34.3% | -9.2% |
| 3M | -25.4% | +31.3% | -56.7% | -26.7% |
| 6M | -20.0% | +142.8% | -162.8% | -28.2% |
| YTD | -18.5% | +125.6% | -144.1% | -27.5% |
| 1Y | -10.6% | +40.2% | -50.9% | -16.3% |
| All | -10.6% | +38.0% | -48.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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