-19.6%
BA vs FRSH
-72.1%
+52.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.4% | -8.9% | +7.5% | +0.1% |
| 30D | -7.9% | -13.2% | +5.3% | -5.9% |
| 3M | -25.2% | +0.9% | -26.1% | -25.7% |
| 6M | -26.7% | +40.3% | -67.0% | -31.8% |
| YTD | -19.6% | -1.4% | -18.2% | -21.0% |
| 1Y | -10.6% | +3.8% | -14.4% | -13.1% |
| 3Y | -11.2% | -30.8% | +19.5% | -10.3% |
| 5Y | -20.4% | -68.5% | +48.1% | -23.4% |
| All | -19.6% | -72.1% | +52.5% | -23.3% |
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