-10.6%
BA vs BKR
+5.7%
-16.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.7% | +2.0% |
| 7D | +5.9% | -8.8% | +14.7% | +5.7% |
| 30D | -8.2% | -13.1% | +4.9% | -8.3% |
| 3M | -25.4% | -18.9% | -6.5% | -25.4% |
| 6M | -20.0% | -27.2% | +7.2% | -19.6% |
| YTD | -18.5% | +10.7% | -29.2% | -15.7% |
| 1Y | -10.6% | +9.7% | -20.3% | -7.4% |
| All | -10.6% | +5.7% | -16.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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