+109.6%
BA vs AR
-27.2%
+136.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.2% | +2.5% | -1.3% | +0.7% |
| 30D | -11.6% | +14.8% | -26.4% | -13.9% |
| 3M | -2.4% | +6.2% | -8.6% | -3.8% |
| 6M | -6.6% | +4.3% | -10.9% | -8.3% |
| YTD | -2.2% | +14.4% | -16.6% | -6.0% |
| 1Y | -8.0% | +21.3% | -29.4% | -12.9% |
| 3Y | -5.0% | +39.8% | -44.8% | -14.3% |
| 5Y | -2.7% | +142.1% | -144.8% | -24.2% |
| 10Y | +75.9% | +52.0% | +23.8% | -1.1% |
| All | +109.6% | -27.2% | +136.8% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling