-12.7%
BA vs AS
0.0%
-12.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -1.9% |
| 7D | -0.1% | +7.1% | -7.2% | -1.9% |
| 30D | -9.1% | +12.8% | -21.9% | -12.0% |
| 3M | -28.2% | -14.7% | -13.5% | -25.4% |
| 6M | -23.1% | -9.9% | -13.2% | -21.4% |
| YTD | -20.6% | -16.1% | -4.4% | -19.8% |
| 1Y | -12.7% | +0.2% | -12.9% | -11.3% |
| All | -12.7% | 0.0% | -12.7% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling