-11.0%
BA vs BG
+6.5%
-17.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | 0.0% | +5.0% | -4.9% | +0.4% |
| 30D | -8.9% | -3.2% | -5.7% | -9.1% |
| 3M | -25.5% | -11.2% | -14.3% | -25.9% |
| 6M | -27.0% | -19.4% | -7.5% | -27.4% |
| YTD | -20.1% | +13.6% | -33.8% | -27.6% |
| 1Y | -11.0% | +7.3% | -18.3% | -18.6% |
| All | -11.0% | +6.5% | -17.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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