-2.2%
BA vs FRSH
-70.6%
+68.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.6% |
| 7D | +1.2% | -8.2% | +9.3% | +2.6% |
| 30D | -11.6% | +10.5% | -22.1% | -13.3% |
| 3M | -2.4% | +32.7% | -35.1% | -7.6% |
| 6M | -6.6% | +50.3% | -56.9% | -14.2% |
| YTD | -2.2% | +3.9% | -6.2% | -4.5% |
| 1Y | -8.0% | -2.2% | -5.9% | -9.3% |
| 3Y | -5.0% | -42.9% | +37.9% | -0.2% |
| All | -2.2% | -70.6% | +68.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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