-10.6%
BA vs S
+36.5%
-47.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | +5.9% | -8.2% | +14.1% | +6.5% |
| 30D | -8.2% | -7.6% | -0.5% | -7.8% |
| 3M | -25.4% | +12.0% | -37.3% | -26.3% |
| 6M | -20.0% | +50.6% | -70.6% | -23.2% |
| YTD | -18.5% | +56.6% | -75.1% | -22.6% |
| 1Y | -10.6% | +39.2% | -49.9% | -13.8% |
| All | -10.6% | +36.5% | -47.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling