-1.8%
BA vs BG
+16.9%
-18.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +1.2% | +2.8% | -1.6% | +0.8% |
| 30D | -11.6% | +12.0% | -23.7% | -12.8% |
| 3M | -2.4% | -7.7% | +5.3% | -1.5% |
| 6M | -6.6% | +4.5% | -11.1% | -7.8% |
| YTD | -2.2% | +35.7% | -37.9% | -7.8% |
| 1Y | -8.0% | +50.1% | -58.1% | -14.9% |
| All | -1.8% | +16.9% | -18.6% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling