+1,821.9%
BA vs BN
+15,251.3%
-13,429.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | -2.5% | +3.6% | +2.3% |
| 30D | -11.6% | -9.5% | -2.1% | -7.6% |
| 3M | -2.4% | -10.4% | +8.0% | +2.6% |
| 6M | -6.6% | -6.4% | -0.3% | -4.1% |
| YTD | -2.2% | -11.9% | +9.6% | +2.7% |
| 1Y | -8.0% | -8.6% | +0.6% | -5.3% |
| 3Y | -5.0% | +77.6% | -82.5% | -28.7% |
| 5Y | -2.7% | +37.0% | -39.7% | -19.0% |
| 10Y | +75.9% | +266.4% | -190.5% | +4.5% |
| All | +1,821.9% | +15,251.3% | -13,429.4% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling