-0.9%
BA vs COO
-38.8%
+37.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +2.0% |
| 30D | -11.6% | -7.0% | -4.6% | -9.4% |
| 3M | -2.4% | +12.2% | -14.6% | -6.7% |
| 6M | -6.6% | -15.1% | +8.5% | -1.4% |
| YTD | -2.2% | -15.1% | +12.8% | +3.0% |
| 1Y | -8.0% | +2.3% | -10.4% | -10.3% |
| 3Y | -5.0% | -23.7% | +18.7% | +0.4% |
| All | -0.9% | -38.8% | +37.8% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling