+76.9%
BA vs P
+485.4%
-408.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +1.2% | +6.5% | -5.4% | -0.6% |
| 30D | -11.6% | +18.8% | -30.5% | -16.3% |
| 3M | -2.4% | +26.7% | -29.1% | -9.9% |
| 6M | -6.6% | +62.2% | -68.8% | -20.6% |
| YTD | -2.2% | +48.5% | -50.7% | -15.9% |
| 1Y | -8.0% | +26.4% | -34.4% | -19.1% |
| 3Y | -5.0% | +159.4% | -164.4% | -38.7% |
| 5Y | -2.7% | +275.8% | -278.5% | -46.6% |
| 10Y | +75.9% | +732.0% | -656.1% | -25.5% |
| All | +76.9% | +485.4% | -408.5% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling