-23.1%
BA vs COO
-39.4%
+16.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -0.1% | +5.3% | -5.3% | -1.8% |
| 30D | -9.1% | +12.5% | -21.7% | -12.6% |
| 3M | -28.2% | -15.1% | -13.0% | -24.5% |
| 6M | -23.1% | +3.7% | -26.8% | -25.0% |
| YTD | -20.6% | -22.5% | +2.0% | -14.2% |
| 1Y | -12.7% | -7.8% | -4.9% | -12.1% |
| 3Y | -11.6% | -24.1% | +12.5% | -8.2% |
| 5Y | -23.1% | -40.1% | +16.9% | -11.1% |
| All | -23.1% | -39.4% | +16.3% | -11.1% |
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