-10.8%
BA vs BN
+102.8%
-113.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -2.5% |
| 7D | -1.7% | +3.6% | -5.4% | -3.6% |
| 30D | -9.5% | +15.9% | -25.3% | -16.0% |
| 3M | -26.5% | -2.3% | -24.1% | -25.8% |
| 6M | -27.4% | -8.4% | -19.0% | -24.5% |
| YTD | -20.6% | -5.9% | -14.7% | -19.3% |
| 1Y | -11.4% | -5.6% | -5.8% | -10.4% |
| 3Y | -10.8% | +104.2% | -115.1% | -33.7% |
| All | -10.8% | +102.8% | -113.6% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling