+346.0%
BA vs BG
+949.6%
-603.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | -1.7% | +7.4% | -9.1% | -4.0% |
| 30D | -9.5% | -1.5% | -7.9% | -9.2% |
| 3M | -26.5% | -6.1% | -20.4% | -25.5% |
| 6M | -27.4% | -18.0% | -9.4% | -23.6% |
| YTD | -20.6% | +15.6% | -36.3% | -26.0% |
| 1Y | -11.4% | +9.6% | -21.0% | -16.0% |
| 3Y | -10.8% | +6.3% | -17.1% | -16.8% |
| 5Y | -21.9% | +24.6% | -46.5% | -32.7% |
| 10Y | +28.1% | +98.1% | -70.0% | -9.8% |
| All | +346.0% | +949.6% | -603.6% | +102.5% |
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