-10.1%
BA vs BB
+132.4%
-142.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | 0.0% |
| 7D | +1.1% | +3.8% | -2.7% | +0.6% |
| 30D | -7.9% | -0.3% | -7.6% | -8.2% |
| 3M | -25.3% | -0.5% | -24.9% | -25.8% |
| 6M | -24.6% | +45.9% | -70.5% | -30.4% |
| YTD | -20.1% | +130.6% | -150.7% | -32.0% |
| 1Y | -11.8% | +89.2% | -100.9% | -22.6% |
| 3Y | -10.1% | +137.5% | -147.6% | -27.5% |
| All | -10.1% | +132.4% | -142.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling