-22.1%
BA vs DOW
-30.0%
+7.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +1.1% | -9.5% | +10.6% | +3.7% |
| 30D | -7.9% | +13.1% | -21.0% | -11.1% |
| 3M | -25.3% | +4.8% | -30.2% | -26.7% |
| 6M | -24.6% | -16.7% | -7.9% | -21.3% |
| YTD | -20.1% | +38.9% | -59.0% | -33.9% |
| 1Y | -11.8% | +48.3% | -60.0% | -29.4% |
| 3Y | -10.1% | -24.4% | +14.2% | -5.2% |
| All | -22.1% | -30.0% | +7.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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