+250.9%
BA vs PSX
+1,139.4%
-888.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | +1.2% | +4.5% | -3.4% | -0.9% |
| 30D | -11.6% | +26.6% | -38.2% | -21.0% |
| 3M | -2.4% | +39.3% | -41.6% | -17.3% |
| 6M | -6.6% | +56.8% | -63.4% | -26.4% |
| YTD | -2.2% | +101.8% | -104.1% | -32.4% |
| 1Y | -8.0% | +99.6% | -107.6% | -36.6% |
| 3Y | -5.0% | +140.3% | -145.3% | -42.9% |
| 5Y | -2.7% | +339.3% | -342.0% | -60.1% |
| 10Y | +75.9% | +369.9% | -294.0% | -33.6% |
| All | +250.9% | +1,139.4% | -888.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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