-0.9%
BA vs PM
+119.0%
-119.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +1.2% | -4.9% | +6.0% | +2.4% |
| 30D | -11.6% | -3.4% | -8.2% | -10.9% |
| 3M | -2.4% | +5.2% | -7.6% | -4.1% |
| 6M | -6.6% | +3.7% | -10.3% | -8.4% |
| YTD | -2.2% | +15.8% | -18.0% | -7.3% |
| 1Y | -8.0% | +17.4% | -25.4% | -13.4% |
| 3Y | -5.0% | +116.9% | -121.9% | -32.3% |
| All | -0.9% | +119.0% | -119.9% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling