+645.8%
BA vs BB
+307.3%
+338.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.9% |
| 6M | -24.6% | +45.9% | -70.5% | -29.6% |
| YTD | -20.1% | +130.6% | -150.7% | -29.9% |
| 1Y | -11.8% | +89.2% | -100.9% | -20.8% |
| 3Y | -10.1% | +137.5% | -147.6% | -24.1% |
| 5Y | -22.7% | -20.9% | -1.8% | -27.2% |
| 10Y | +35.1% | +25.4% | +9.7% | +9.8% |
| All | +645.8% | +307.3% | +338.5% | +418.9% |
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