+449.2%
BA vs BG
+1,131.5%
-682.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.2% | +2.8% | -1.6% | +0.2% |
| 30D | -11.6% | +12.0% | -23.7% | -15.0% |
| 3M | -2.4% | -7.7% | +5.3% | -0.6% |
| 6M | -6.6% | +4.5% | -11.1% | -9.2% |
| YTD | -2.2% | +35.7% | -37.9% | -13.1% |
| 1Y | -8.0% | +50.1% | -58.1% | -21.4% |
| 3Y | -5.0% | +12.6% | -17.6% | -12.5% |
| 5Y | -2.7% | +75.4% | -78.1% | -25.1% |
| 10Y | +75.9% | +150.5% | -74.6% | +15.4% |
| All | +449.2% | +1,131.5% | -682.3% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling