+1,824.8%
BA vs IT
+6,105.9%
-4,281.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.9% |
| 7D | +1.2% | -6.0% | +7.2% | +2.5% |
| 30D | -11.6% | 0.0% | -11.6% | -11.9% |
| 3M | -2.4% | +13.1% | -15.4% | -6.6% |
| 6M | -6.6% | +11.7% | -18.3% | -11.1% |
| YTD | -2.2% | -26.1% | +23.9% | +1.1% |
| 1Y | -8.0% | -21.3% | +13.2% | -6.7% |
| 3Y | -5.0% | -46.7% | +41.8% | +3.4% |
| 5Y | -2.7% | -40.5% | +37.8% | +2.6% |
| 10Y | +75.9% | +103.9% | -28.0% | +43.0% |
| All | +1,824.8% | +6,105.9% | -4,281.1% | +754.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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