+1,821.9%
BA vs COP
+4,537.2%
-2,715.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.2% | +3.0% | -1.8% | 0.0% |
| 30D | -11.6% | +17.5% | -29.1% | -16.9% |
| 3M | -2.4% | +13.4% | -15.7% | -7.7% |
| 6M | -6.6% | +17.7% | -24.4% | -14.0% |
| YTD | -2.2% | +46.6% | -48.8% | -17.6% |
| 1Y | -8.0% | +44.6% | -52.6% | -22.5% |
| 3Y | -5.0% | +20.7% | -25.7% | -16.2% |
| 5Y | -2.7% | +185.0% | -187.8% | -40.9% |
| 10Y | +75.9% | +347.0% | -271.1% | -12.6% |
| All | +1,821.9% | +4,537.2% | -2,715.3% | +443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling