-22.7%
BA vs FIG
-77.1%
+54.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | -1.1% | +3.4% | -4.5% | -1.3% |
| 30D | -7.1% | -9.5% | +2.3% | -6.8% |
| 3M | -25.5% | -26.2% | +0.6% | -24.8% |
| 6M | -28.7% | +2.7% | -31.4% | -28.9% |
| YTD | -21.0% | -48.0% | +26.9% | -18.8% |
| 1Y | -11.9% | -52.0% | +40.2% | -9.2% |
| All | -22.7% | -77.1% | +54.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling