-20.6%
BA vs AR
+87.1%
-107.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.7% |
| 7D | 0.0% | -5.8% | +5.8% | +0.9% |
| 30D | -8.9% | +4.8% | -13.7% | -9.9% |
| 3M | -25.5% | +1.5% | -27.0% | -26.0% |
| 6M | -27.0% | +4.7% | -31.7% | -28.1% |
| YTD | -20.1% | +9.2% | -29.3% | -22.8% |
| 1Y | -11.0% | +11.2% | -22.2% | -14.6% |
| 3Y | -11.8% | +46.2% | -58.1% | -21.2% |
| 5Y | -20.6% | +98.1% | -118.7% | -34.3% |
| All | -20.6% | +87.1% | -107.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling