-22.1%
BA vs BN
+29.3%
-51.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +1.1% | +5.3% | -4.3% | -1.8% |
| 30D | -7.9% | +11.9% | -19.8% | -13.5% |
| 3M | -25.3% | -5.7% | -19.6% | -23.2% |
| 6M | -24.6% | -10.6% | -14.0% | -20.3% |
| YTD | -20.1% | -9.4% | -10.8% | -16.9% |
| 1Y | -11.8% | -8.8% | -3.0% | -8.8% |
| 3Y | -10.1% | +95.6% | -105.8% | -40.9% |
| All | -22.1% | +29.3% | -51.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling