+164.0%
BA vs BR
+1,465.0%
-1,300.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.4% |
| 7D | +1.1% | +6.5% | -5.4% | -2.1% |
| 30D | -7.9% | +18.9% | -26.8% | -15.8% |
| 3M | -25.3% | +16.3% | -41.6% | -31.2% |
| 6M | -24.6% | +26.2% | -50.8% | -34.0% |
| YTD | -20.1% | -13.1% | -7.0% | -16.1% |
| 1Y | -11.8% | -10.5% | -1.3% | -8.9% |
| 3Y | -10.1% | +13.3% | -23.5% | -19.2% |
| 5Y | -22.7% | +19.9% | -42.7% | -33.8% |
| 10Y | +35.1% | +254.2% | -219.2% | -33.3% |
| All | +164.0% | +1,465.0% | -1,300.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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