-10.8%
BA vs PM
+141.6%
-152.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -1.7% | -7.3% | +5.6% | -1.0% |
| 30D | -9.5% | -4.0% | -5.4% | -9.1% |
| 3M | -26.5% | +2.7% | -29.2% | -26.7% |
| 6M | -27.4% | +14.9% | -42.2% | -28.7% |
| YTD | -20.6% | +23.5% | -44.1% | -23.0% |
| 1Y | -11.4% | +30.4% | -41.8% | -14.6% |
| 3Y | -10.8% | +143.2% | -154.1% | -20.6% |
| All | -10.8% | +141.6% | -152.4% | -20.6% |
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