-8.3%
BA vs PL
+459.7%
-468.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +2.7% |
| 7D | +5.9% | -11.7% | +17.6% | +7.0% |
| 30D | -8.2% | -27.1% | +19.0% | -5.8% |
| 3M | -25.4% | -44.6% | +19.2% | -21.7% |
| 6M | -20.0% | -67.2% | +47.2% | -13.0% |
| YTD | -18.5% | -35.9% | +17.4% | -18.0% |
| 1Y | -10.6% | -0.4% | -10.2% | -14.5% |
| All | -8.3% | +459.7% | -468.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling