-4.6%
BA vs AR
+40.7%
-45.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | -11.6% | +14.8% | -26.4% | -13.2% |
| 3M | -2.4% | +6.2% | -8.6% | -3.3% |
| 6M | -6.6% | +4.3% | -10.9% | -7.9% |
| YTD | -2.2% | +14.4% | -16.6% | -5.7% |
| 1Y | -8.0% | +21.3% | -29.4% | -12.9% |
| All | -4.6% | +40.7% | -45.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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