+1,155.6%
BA vs M
+458.3%
+697.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.6% | -5.5% | 0.0% |
| 7D | +5.9% | +8.3% | -2.4% | +3.5% |
| 30D | -8.2% | +14.2% | -22.3% | -11.7% |
| 3M | -25.4% | -1.1% | -24.3% | -25.5% |
| 6M | -20.0% | +36.6% | -56.6% | -27.4% |
| YTD | -18.5% | +19.8% | -38.3% | -23.8% |
| 1Y | -10.6% | +37.2% | -47.8% | -19.9% |
| 3Y | -9.3% | +124.5% | -133.7% | -33.9% |
| 5Y | -16.9% | +1.5% | -18.4% | -28.6% |
| 10Y | +37.9% | +7.8% | +30.0% | -5.4% |
| All | +1,155.6% | +458.3% | +697.3% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling