-21.8%
BA vs FIG
-78.1%
+56.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +0.8% |
| 7D | 0.0% | -11.4% | +11.5% | +0.6% |
| 30D | -8.9% | -17.2% | +8.3% | -8.2% |
| 3M | -25.5% | -26.6% | +1.1% | -24.8% |
| 6M | -27.0% | -9.8% | -17.1% | -26.8% |
| YTD | -20.1% | -50.1% | +30.0% | -17.8% |
| 1Y | -11.0% | -58.1% | +47.1% | -7.7% |
| All | -21.8% | -78.1% | +56.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling