+1,462.0%
BA vs D
+2,488.7%
-1,026.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -0.1% | +6.9% | -7.0% | -2.9% |
| 30D | -9.1% | +12.3% | -21.4% | -13.6% |
| 3M | -28.2% | +3.0% | -31.2% | -29.2% |
| 6M | -23.1% | +12.8% | -35.9% | -27.4% |
| YTD | -20.6% | +22.6% | -43.1% | -27.7% |
| 1Y | -12.7% | +21.7% | -34.4% | -20.5% |
| 3Y | -11.6% | +83.9% | -95.5% | -34.6% |
| 5Y | -23.1% | +14.0% | -37.1% | -30.8% |
| 10Y | +34.4% | +45.6% | -11.2% | +6.8% |
| All | +1,462.0% | +2,488.7% | -1,026.7% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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