+73.9%
BA vs CIEN
+1,266.0%
-1,192.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +1.2% | -15.2% | +16.3% | +4.9% |
| 30D | -11.6% | -21.5% | +9.9% | -7.1% |
| 3M | -2.4% | -40.1% | +37.7% | +8.3% |
| 6M | -6.6% | -6.6% | -0.1% | -10.6% |
| YTD | -2.2% | +37.3% | -39.5% | -17.0% |
| 1Y | -8.0% | +174.5% | -182.6% | -37.2% |
| 3Y | -5.0% | +562.3% | -567.3% | -53.9% |
| 5Y | -2.7% | +463.9% | -466.7% | -51.7% |
| All | +73.9% | +1,266.0% | -1,192.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling