-11.8%
BA vs P
-0.9%
-10.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.2% |
| 7D | +1.1% | -23.8% | +24.9% | +3.0% |
| 30D | -7.9% | -36.6% | +28.7% | -4.8% |
| 3M | -25.3% | +10.9% | -36.2% | -27.5% |
| 6M | -24.6% | +30.0% | -54.6% | -29.1% |
| YTD | -20.1% | +44.4% | -64.5% | -26.9% |
| 1Y | -11.8% | +3.9% | -15.7% | -15.8% |
| All | -11.8% | -0.9% | -10.9% | -15.8% |
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