-11.8%
BA vs REPL
+152.6%
-164.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.5% |
| 7D | +1.1% | +22.8% | -21.7% | +1.1% |
| 30D | -7.9% | +63.8% | -71.7% | -7.9% |
| 3M | -25.3% | +68.1% | -93.4% | -25.3% |
| 6M | -24.6% | +528.5% | -553.1% | -26.4% |
| YTD | -20.1% | +122.4% | -142.6% | -21.1% |
| 1Y | -11.8% | +154.4% | -166.1% | -17.2% |
| All | -11.8% | +152.6% | -164.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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