+23.3%
BA vs BKR
+56.4%
-33.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -1.1% | +3.8% | -4.9% | -2.7% |
| 30D | -7.1% | -10.3% | +3.2% | -3.6% |
| 3M | -25.5% | -21.7% | -3.8% | -18.1% |
| 6M | -28.7% | -23.8% | -4.9% | -21.4% |
| YTD | -21.0% | +10.3% | -31.3% | -27.7% |
| 1Y | -11.9% | +5.7% | -17.6% | -18.0% |
| 3Y | -16.2% | +52.6% | -68.8% | -37.1% |
| 5Y | -22.4% | +127.1% | -149.5% | -56.3% |
| All | +23.3% | +56.4% | -33.1% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling