-11.0%
BA vs COO
-9.3%
-1.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | 0.0% | +4.5% | -4.5% | -0.6% |
| 30D | -8.9% | +16.9% | -25.8% | -10.6% |
| 3M | -25.5% | -16.7% | -8.8% | -23.6% |
| 6M | -27.0% | +5.9% | -32.9% | -26.9% |
| YTD | -20.1% | -22.4% | +2.3% | -20.0% |
| 1Y | -11.0% | -10.1% | -0.9% | -7.9% |
| All | -11.0% | -9.3% | -1.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling