-22.3%
BA vs FIG
-77.2%
+54.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -1.7% | -12.6% | +10.9% | -1.2% |
| 30D | -9.5% | -13.8% | +4.3% | -8.9% |
| 3M | -26.5% | -16.7% | -9.8% | -26.1% |
| 6M | -27.4% | -6.1% | -21.3% | -27.3% |
| YTD | -20.6% | -48.1% | +27.5% | -18.4% |
| 1Y | -11.4% | -56.2% | +44.7% | -8.3% |
| All | -22.3% | -77.2% | +54.9% | -16.7% |
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