+616.1%
BA vs PLUG
-98.6%
+714.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | -11.6% | +3.3% | -15.0% | -11.9% |
| 3M | -2.4% | -39.7% | +37.3% | +1.2% |
| 6M | -6.6% | -12.5% | +5.9% | -6.6% |
| YTD | -2.2% | +10.2% | -12.4% | -4.7% |
| 1Y | -8.0% | +50.7% | -58.7% | -14.0% |
| 3Y | -5.0% | -74.5% | +69.5% | -5.7% |
| 5Y | -2.7% | -91.8% | +89.1% | +2.2% |
| 10Y | +75.9% | +43.7% | +32.2% | +42.0% |
| All | +616.1% | -98.6% | +714.8% | +456.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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