-21.9%
BA vs BP
+103.3%
-125.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.7% | -6.9% | +5.1% | +0.2% |
| 30D | -9.5% | -3.6% | -5.9% | -8.6% |
| 3M | -26.5% | +8.4% | -34.9% | -28.5% |
| 6M | -27.4% | +5.3% | -32.7% | -29.4% |
| YTD | -20.6% | +33.2% | -53.8% | -30.7% |
| 1Y | -11.4% | +28.2% | -39.6% | -21.7% |
| 3Y | -10.8% | +49.2% | -60.1% | -27.4% |
| 5Y | -21.9% | +102.9% | -124.8% | -49.6% |
| All | -21.9% | +103.3% | -125.2% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling