-4.6%
BA vs S
+16.9%
-21.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.2% | -7.7% | +8.9% | +2.4% |
| 30D | -11.6% | -5.3% | -6.3% | -11.2% |
| 3M | -2.4% | +20.3% | -22.6% | -5.8% |
| 6M | -6.6% | +47.4% | -54.0% | -13.7% |
| YTD | -2.2% | +32.5% | -34.8% | -8.3% |
| 1Y | -8.0% | +9.5% | -17.5% | -11.1% |
| All | -4.6% | +16.9% | -21.6% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling