-15.6%
BA vs AS
+139.2%
-154.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.9% |
| 7D | +5.9% | +13.8% | -7.9% | +2.7% |
| 30D | -8.2% | +16.7% | -24.8% | -11.4% |
| 3M | -25.4% | -11.5% | -13.9% | -23.5% |
| 6M | -20.0% | -5.5% | -14.5% | -19.3% |
| YTD | -18.5% | -14.2% | -4.3% | -16.6% |
| 1Y | -10.6% | +2.1% | -12.7% | -12.2% |
| All | -15.6% | +139.2% | -154.8% | -24.3% |
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