+31.8%
BA vs RF
+279.4%
-247.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.7% |
| 30D | -7.9% | +6.0% | -14.0% | -11.1% |
| 3M | -25.3% | -8.9% | -16.4% | -21.1% |
| 6M | -24.6% | +2.3% | -26.9% | -26.0% |
| YTD | -20.1% | +7.6% | -27.7% | -24.5% |
| 1Y | -11.8% | +21.2% | -32.9% | -22.6% |
| 3Y | -10.1% | +108.5% | -118.7% | -46.4% |
| 5Y | -22.7% | +43.2% | -66.0% | -43.8% |
| All | +31.8% | +279.4% | -247.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling