-11.8%
BA vs COP
+61.6%
-73.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.7% |
| 7D | +1.1% | -11.5% | +12.6% | -2.3% |
| 30D | -7.9% | +5.0% | -12.9% | -6.1% |
| 3M | -25.3% | +17.5% | -42.8% | -19.9% |
| 6M | -24.6% | +16.2% | -40.8% | -18.9% |
| YTD | -20.1% | +48.8% | -68.9% | -11.6% |
| 1Y | -11.8% | +64.1% | -75.9% | +0.2% |
| All | -11.8% | +61.6% | -73.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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