+43.8%
BA vs P
+449.6%
-405.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.4% | +13.9% | +1.5% |
| 7D | -0.1% | -31.9% | +31.8% | +9.1% |
| 30D | -9.1% | -36.5% | +27.4% | +0.4% |
| 3M | -28.2% | +11.6% | -39.8% | -32.5% |
| 6M | -23.1% | +25.2% | -48.3% | -31.4% |
| YTD | -20.6% | +39.4% | -60.0% | -32.2% |
| 1Y | -12.7% | -3.7% | -9.0% | -18.9% |
| 3Y | -11.6% | +167.3% | -178.8% | -45.0% |
| 5Y | -23.1% | +237.3% | -260.5% | -57.5% |
| 10Y | +34.4% | +698.6% | -664.3% | -43.6% |
| All | +43.8% | +449.6% | -405.9% | -39.8% |
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 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