-10.6%
BA vs AUR
-17.4%
+6.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.6% | +2.6% |
| 7D | +5.9% | -19.8% | +25.7% | +8.4% |
| 30D | -8.2% | -29.0% | +20.9% | -4.5% |
| 3M | -25.4% | -43.6% | +18.2% | -20.3% |
| 6M | -20.0% | -36.6% | +16.6% | -16.0% |
| YTD | -18.5% | +6.3% | -24.7% | -19.4% |
| 1Y | -10.6% | -9.0% | -1.6% | -11.2% |
| All | -10.6% | -17.4% | +6.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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