-12.3%
BA vs Q
+27.2%
-39.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -0.6% | +11.5% | -12.0% | -2.2% |
| 30D | -8.0% | -0.2% | -7.8% | -8.2% |
| 3M | -25.8% | -13.6% | -12.2% | -24.2% |
| 6M | -27.6% | -27.0% | -0.5% | -24.6% |
| YTD | -21.0% | +50.5% | -71.5% | -30.2% |
| 1Y | -12.3% | +33.8% | -46.0% | -19.6% |
| All | -12.3% | +27.2% | -39.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling