+688.0%
BA vs FDS
+9,502.8%
-8,814.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.9% |
| 7D | +1.2% | -1.9% | +3.1% | +1.7% |
| 30D | -11.6% | +9.0% | -20.6% | -14.1% |
| 3M | -2.4% | +18.9% | -21.2% | -8.4% |
| 6M | -6.6% | +35.1% | -41.8% | -16.7% |
| YTD | -2.2% | +5.5% | -7.7% | -6.7% |
| 1Y | -8.0% | -16.8% | +8.8% | -6.2% |
| 3Y | -5.0% | -28.1% | +23.1% | +0.7% |
| 5Y | -2.7% | -17.4% | +14.7% | -1.9% |
| 10Y | +75.9% | +85.4% | -9.6% | +40.4% |
| All | +688.0% | +9,502.8% | -8,814.8% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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