-22.2%
BA vs FIG
-78.3%
+56.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.1% | -1.8% |
| 7D | -0.1% | -17.4% | +17.3% | +0.7% |
| 30D | -9.1% | -15.9% | +6.8% | -8.5% |
| 3M | -28.2% | -34.5% | +6.3% | -27.1% |
| 6M | -23.1% | -5.0% | -18.1% | -23.1% |
| YTD | -20.6% | -50.7% | +30.1% | -18.1% |
| 1Y | -12.7% | -58.1% | +45.4% | -9.5% |
| All | -22.2% | -78.3% | +56.1% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling