-12.7%
BA vs AMC
+21.7%
-34.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.5% | +10.0% | -1.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -9.1% | +4.4% | -13.5% | -9.3% |
| 3M | -28.2% | +15.4% | -43.5% | -29.1% |
| 6M | -23.1% | +93.7% | -116.8% | -29.4% |
| YTD | -20.6% | +97.4% | -118.0% | -28.8% |
| 1Y | -12.7% | +23.2% | -35.9% | -17.8% |
| All | -12.7% | +21.7% | -34.5% | -17.8% |
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