+1.2%
BA vs AS
+120.4%
-119.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | 0.0% |
| 7D | +1.2% | -4.9% | +6.1% | +2.3% |
| 30D | -11.6% | -19.6% | +8.0% | -7.2% |
| 3M | -2.4% | -14.4% | +12.0% | +1.0% |
| 6M | -6.6% | -20.1% | +13.5% | -2.4% |
| YTD | -2.2% | -20.9% | +18.7% | +2.1% |
| 1Y | -8.0% | -21.9% | +13.8% | -4.1% |
| All | +1.2% | +120.4% | -119.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling