-0.9%
BA vs COMP
-31.2%
+30.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | -11.6% | -13.3% | +1.7% | -10.2% |
| 3M | -2.4% | +41.1% | -43.5% | -6.5% |
| 6M | -6.6% | +17.2% | -23.8% | -9.4% |
| YTD | -2.2% | +5.2% | -7.4% | -4.4% |
| 1Y | -8.0% | +18.9% | -26.9% | -11.7% |
| 3Y | -5.0% | +215.9% | -220.9% | -22.2% |
| All | -0.9% | -31.2% | +30.3% | -3.5% |
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