-10.6%
BA vs BG
+8.1%
-18.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -1.4% | +3.4% | -4.8% | -1.2% |
| 30D | -7.9% | -3.8% | -4.1% | -8.1% |
| 3M | -25.2% | -9.6% | -15.6% | -25.4% |
| 6M | -26.7% | -19.5% | -7.2% | -27.1% |
| YTD | -19.6% | +14.6% | -34.2% | -27.2% |
| 1Y | -10.6% | +6.6% | -17.2% | -18.1% |
| All | -10.6% | +8.1% | -18.7% | -18.1% |
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