-37.9%
BA vs REPL
-6.0%
-31.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | +1.2% | -3.0% | +4.1% | +1.3% |
| 30D | -11.6% | +27.1% | -38.8% | -13.0% |
| 3M | -2.4% | +52.4% | -54.8% | -7.3% |
| 6M | -6.6% | +107.4% | -114.1% | -18.8% |
| YTD | -2.2% | +54.7% | -57.0% | -13.3% |
| 1Y | -8.0% | +158.9% | -166.9% | -24.9% |
| 3Y | -5.0% | -23.7% | +18.7% | -26.3% |
| 5Y | -2.7% | -54.3% | +51.6% | -22.0% |
| All | -37.9% | -6.0% | -31.9% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling