+1,462.0%
BA vs EMR
+4,305.0%
-2,843.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | +0.1% |
| 7D | -0.1% | -4.8% | +4.7% | +2.7% |
| 30D | -9.1% | +0.7% | -9.9% | -9.8% |
| 3M | -28.2% | +0.4% | -28.6% | -28.7% |
| 6M | -23.1% | +18.4% | -41.5% | -30.9% |
| YTD | -20.6% | +23.9% | -44.5% | -31.2% |
| 1Y | -12.7% | +24.7% | -37.4% | -24.9% |
| 3Y | -11.6% | +86.4% | -98.0% | -41.8% |
| 5Y | -23.1% | +83.3% | -106.5% | -49.1% |
| 10Y | +34.4% | +320.2% | -285.8% | -42.8% |
| All | +1,462.0% | +4,305.0% | -2,843.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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