-0.9%
BA vs S
-71.4%
+70.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.2% | -7.7% | +8.9% | +2.3% |
| 30D | -11.6% | -5.3% | -6.3% | -11.2% |
| 3M | -2.4% | +20.3% | -22.6% | -5.7% |
| 6M | -6.6% | +47.4% | -54.0% | -13.2% |
| YTD | -2.2% | +32.5% | -34.8% | -7.9% |
| 1Y | -8.0% | +9.5% | -17.5% | -11.0% |
| 3Y | -5.0% | +15.5% | -20.5% | -11.9% |
| All | -0.9% | -71.4% | +70.5% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling