-11.5%
BA vs BP
+28.1%
-39.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.7% | -6.9% | +5.1% | -3.1% |
| 30D | -9.5% | -3.6% | -5.9% | -9.7% |
| 3M | -26.5% | +8.4% | -34.9% | -24.2% |
| 6M | -27.4% | +5.3% | -32.7% | -25.6% |
| YTD | -20.6% | +33.2% | -53.8% | -19.9% |
| All | -11.5% | +28.1% | -39.6% | -11.1% |
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