+475.9%
BA vs SNY
+286.7%
+189.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -2.2% |
| 30D | -7.1% | +21.6% | -28.8% | -14.4% |
| 3M | -25.5% | +10.5% | -36.0% | -28.8% |
| 6M | -28.7% | +14.0% | -42.7% | -32.9% |
| YTD | -21.0% | +5.4% | -26.4% | -23.5% |
| 1Y | -11.9% | -2.5% | -9.4% | -12.0% |
| 3Y | -16.2% | +22.1% | -38.2% | -25.9% |
| 5Y | -22.4% | +18.0% | -40.4% | -32.8% |
| 10Y | +24.5% | +77.7% | -53.1% | -10.5% |
| All | +475.9% | +286.7% | +189.2% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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