-4.3%
BA vs FIG
-71.6%
+67.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.0% |
| 7D | +1.2% | -16.3% | +17.5% | +1.8% |
| 30D | -11.6% | -14.3% | +2.7% | -11.2% |
| 3M | -2.4% | +7.2% | -9.5% | -2.8% |
| 6M | -6.6% | -18.6% | +12.0% | -5.9% |
| YTD | -2.2% | -35.5% | +33.2% | -0.3% |
| 1Y | -8.0% | -55.8% | +47.8% | -4.2% |
| All | -4.3% | -71.6% | +67.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling