+73.5%
BA vs RF
+343.3%
-269.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.2% | +1.3% | -0.2% | +0.4% |
| 30D | -11.6% | -3.6% | -8.0% | -9.7% |
| 3M | -2.4% | +8.1% | -10.5% | -7.1% |
| 6M | -6.6% | +11.5% | -18.1% | -12.9% |
| YTD | -2.2% | +15.6% | -17.8% | -11.4% |
| 1Y | -8.0% | +15.7% | -23.7% | -17.2% |
| 3Y | -5.0% | +86.9% | -91.9% | -39.5% |
| 5Y | -2.7% | +89.8% | -92.5% | -41.3% |
| All | +73.5% | +343.3% | -269.9% | -36.9% |
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