-4.6%
BA vs PM
+117.4%
-122.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +1.2% | -4.9% | +6.0% | +1.7% |
| 30D | -11.6% | -3.4% | -8.2% | -11.3% |
| 3M | -2.4% | +5.2% | -7.6% | -3.1% |
| 6M | -6.6% | +3.7% | -10.3% | -7.7% |
| YTD | -2.2% | +15.8% | -18.0% | -4.5% |
| 1Y | -8.0% | +17.4% | -25.4% | -10.4% |
| All | -4.6% | +117.4% | -122.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling