-22.6%
BA vs Q
+56.5%
-79.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.8% | -1.4% |
| 7D | -0.1% | -10.3% | +10.2% | +1.5% |
| 30D | -9.1% | -17.7% | +8.5% | -6.4% |
| 3M | -28.2% | -18.8% | -9.4% | -26.0% |
| 6M | -23.1% | -24.8% | +1.7% | -21.1% |
| YTD | -20.6% | +35.0% | -55.6% | -27.7% |
| 1Y | -12.7% | +10.7% | -23.4% | -21.6% |
| All | -22.6% | +56.5% | -79.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling