-23.1%
BA vs COMP
-28.0%
+4.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.2% | +5.6% | -1.6% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | -9.1% | -0.8% | -8.4% | -9.2% |
| 3M | -28.2% | -28.1% | 0.0% | -25.5% |
| 6M | -23.1% | +27.0% | -50.1% | -26.0% |
| YTD | -20.6% | -12.8% | -7.8% | -20.7% |
| 1Y | -12.7% | +4.9% | -17.6% | -14.9% |
| 3Y | -11.6% | +321.0% | -332.6% | -30.5% |
| 5Y | -23.1% | -25.6% | +2.4% | -15.9% |
| All | -23.1% | -28.0% | +4.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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