+73.5%
BA vs PM
+194.1%
-120.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.8% |
| 7D | +1.2% | -4.9% | +6.0% | +3.6% |
| 30D | -11.6% | -3.4% | -8.2% | -10.2% |
| 3M | -2.4% | +5.2% | -7.6% | -5.6% |
| 6M | -6.6% | +3.7% | -10.3% | -9.9% |
| YTD | -2.2% | +15.8% | -18.0% | -11.3% |
| 1Y | -8.0% | +17.4% | -25.4% | -17.7% |
| 3Y | -5.0% | +116.9% | -121.9% | -43.8% |
| 5Y | -2.7% | +117.3% | -120.0% | -43.4% |
| All | +73.5% | +194.1% | -120.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling