-12.3%
BA vs BP
+30.8%
-43.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -1.5% |
| 7D | -0.6% | +2.5% | -3.1% | 0.0% |
| 30D | -8.0% | -5.6% | -2.4% | -8.9% |
| 3M | -25.8% | +8.0% | -33.8% | -23.7% |
| 6M | -27.6% | +5.7% | -33.2% | -25.7% |
| YTD | -21.0% | +36.8% | -57.8% | -19.8% |
| 1Y | -12.3% | +30.7% | -43.0% | -11.4% |
| All | -12.3% | +30.8% | -43.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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