-17.4%
BA vs AS
+134.9%
-152.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.1% | +6.9% | -5.9% | -0.5% |
| 30D | -7.9% | +16.0% | -23.9% | -11.1% |
| 3M | -25.3% | -12.8% | -12.5% | -23.1% |
| 6M | -24.6% | -15.4% | -9.2% | -22.0% |
| YTD | -20.1% | -15.7% | -4.4% | -17.9% |
| 1Y | -11.8% | +6.1% | -17.8% | -14.0% |
| All | -17.4% | +134.9% | -152.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling