-10.6%
BA vs PM
+30.8%
-41.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.4% | -7.1% | +5.7% | -0.9% |
| 30D | -7.9% | -2.8% | -5.1% | -7.7% |
| 3M | -25.2% | +6.3% | -31.5% | -25.5% |
| 6M | -26.7% | +9.6% | -36.4% | -27.3% |
| YTD | -19.6% | +25.6% | -45.2% | -22.6% |
| 1Y | -10.6% | +29.7% | -40.2% | -14.5% |
| All | -10.6% | +30.8% | -41.4% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling