-10.6%
BA vs BN
-8.2%
-2.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.4% |
| 30D | -7.9% | +13.5% | -21.4% | -13.0% |
| 3M | -25.2% | -5.9% | -19.2% | -23.4% |
| 6M | -26.7% | -8.9% | -17.8% | -24.3% |
| YTD | -19.6% | -7.9% | -11.7% | -19.0% |
| 1Y | -10.6% | -8.3% | -2.3% | -10.1% |
| All | -10.6% | -8.2% | -2.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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