+281.8%
BA vs PM
+752.6%
-470.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | +1.2% | -4.9% | +6.0% | +4.0% |
| 30D | -11.6% | -3.4% | -8.2% | -10.1% |
| 3M | -2.4% | +5.2% | -7.6% | -6.0% |
| 6M | -6.6% | +3.7% | -10.3% | -10.3% |
| YTD | -2.2% | +15.8% | -18.0% | -12.3% |
| 1Y | -8.0% | +17.4% | -25.4% | -18.8% |
| 3Y | -5.0% | +116.9% | -121.9% | -45.5% |
| 5Y | -2.7% | +117.3% | -120.0% | -45.2% |
| 10Y | +75.9% | +193.8% | -117.9% | -21.7% |
| All | +281.8% | +752.6% | -470.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling