-10.6%
BA vs P
+19.7%
-30.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.0% | +7.1% | +2.5% |
| 7D | +5.9% | -19.4% | +25.3% | +7.6% |
| 30D | -8.2% | -22.3% | +14.2% | -6.5% |
| 3M | -25.4% | +33.2% | -58.6% | -28.7% |
| 6M | -20.0% | +53.6% | -73.7% | -25.8% |
| YTD | -18.5% | +66.8% | -85.3% | -26.1% |
| 1Y | -10.6% | +17.5% | -28.2% | -15.2% |
| All | -10.6% | +19.7% | -30.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling