+34.2%
BA vs RUN
-23.6%
+57.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.1% | +33.4% | -32.3% | -3.4% |
| 30D | -7.9% | +31.1% | -39.1% | -12.0% |
| 3M | -25.3% | +6.4% | -31.7% | -26.6% |
| 6M | -24.6% | -22.2% | -2.4% | -22.8% |
| YTD | -20.1% | -45.8% | +25.6% | -15.8% |
| 1Y | -11.8% | -51.1% | +39.4% | -6.1% |
| 3Y | -10.1% | -3.0% | -7.1% | -29.1% |
| 5Y | -22.7% | -82.2% | +59.5% | -23.9% |
| 10Y | +35.1% | +111.9% | -76.8% | -19.1% |
| All | +34.2% | -23.6% | +57.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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