+540.4%
BA vs FDS
+10,727.5%
-10,187.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -0.1% | +6.4% | -6.5% | -1.9% |
| 30D | -9.1% | +25.2% | -34.3% | -15.1% |
| 3M | -28.2% | +22.9% | -51.1% | -32.9% |
| 6M | -23.1% | +56.5% | -79.6% | -34.3% |
| YTD | -20.6% | +19.0% | -39.5% | -27.1% |
| 1Y | -12.7% | +32.7% | -45.4% | -22.8% |
| 3Y | -11.6% | -20.4% | +8.8% | -9.3% |
| 5Y | -23.1% | -19.6% | -3.6% | -22.0% |
| 10Y | +34.4% | +148.5% | -114.2% | -1.4% |
| All | +540.4% | +10,727.5% | -10,187.1% | +118.3% |
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