-23.1%
BA vs RF
+42.4%
-65.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.7% |
| 30D | -9.1% | +5.0% | -14.2% | -11.2% |
| 3M | -28.2% | -10.0% | -18.2% | -24.6% |
| 6M | -23.1% | +3.3% | -26.4% | -24.5% |
| YTD | -20.6% | +7.9% | -28.5% | -24.0% |
| 1Y | -12.7% | +21.2% | -34.0% | -21.2% |
| 3Y | -11.6% | +105.8% | -117.4% | -40.9% |
| 5Y | -23.1% | +43.7% | -66.9% | -37.5% |
| All | -23.1% | +42.4% | -65.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling