+812.9%
BA vs BB
+258.8%
+554.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -5.6% | +6.8% | +1.9% |
| 30D | -11.6% | -11.8% | +0.2% | -10.4% |
| 3M | -2.4% | -25.5% | +23.2% | +0.2% |
| 6M | -6.6% | +121.3% | -127.9% | -17.1% |
| YTD | -2.2% | +103.2% | -105.4% | -12.3% |
| 1Y | -8.0% | +102.6% | -110.6% | -17.9% |
| 3Y | -5.0% | +37.5% | -42.5% | -14.1% |
| 5Y | -2.7% | -30.4% | +27.7% | -6.5% |
| 10Y | +75.9% | 0.0% | +75.9% | +47.5% |
| All | +812.9% | +258.8% | +554.0% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling