-21.9%
BA vs M
-2.8%
-19.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.1% | -8.7% | -2.5% |
| 7D | -1.7% | +2.5% | -4.3% | -2.5% |
| 30D | -9.5% | +10.1% | -19.5% | -11.8% |
| 3M | -26.5% | -0.9% | -25.5% | -26.7% |
| 6M | -27.4% | +30.2% | -57.5% | -32.5% |
| YTD | -20.6% | +16.3% | -36.9% | -24.7% |
| 1Y | -11.4% | +27.0% | -38.4% | -18.0% |
| 3Y | -10.8% | +154.5% | -165.3% | -36.4% |
| 5Y | -21.9% | -1.1% | -20.9% | -31.0% |
| All | -21.9% | -2.8% | -19.1% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling