+26.6%
BA vs M
-3.0%
+29.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | 0.0% | +5.0% | -5.0% | -1.7% |
| 30D | -8.9% | +10.6% | -19.6% | -12.0% |
| 3M | -25.5% | +1.6% | -27.1% | -26.4% |
| 6M | -27.0% | +30.8% | -57.8% | -33.5% |
| YTD | -20.1% | +16.9% | -37.0% | -25.4% |
| 1Y | -11.0% | +26.3% | -37.3% | -19.1% |
| 3Y | -11.8% | +158.6% | -170.4% | -41.1% |
| 5Y | -20.6% | +2.1% | -22.7% | -33.2% |
| 10Y | +26.6% | -4.3% | +31.0% | -35.6% |
| All | +26.6% | -3.0% | +29.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling