-0.9%
BA vs B
+153.8%
-154.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | -11.6% | +9.4% | -21.1% | -13.3% |
| 3M | -2.4% | +5.0% | -7.4% | -3.8% |
| 6M | -6.6% | -3.5% | -3.1% | -7.1% |
| YTD | -2.2% | +4.5% | -6.7% | -4.3% |
| 1Y | -8.0% | +67.8% | -75.8% | -17.9% |
| 3Y | -5.0% | +196.7% | -201.7% | -24.5% |
| All | -0.9% | +153.8% | -154.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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