-20.6%
BA vs SPOT
+118.7%
-139.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -8.9% | +14.6% | -23.5% | -12.1% |
| 3M | -25.5% | +18.4% | -44.0% | -28.9% |
| 6M | -27.0% | +45.1% | -72.0% | -34.4% |
| YTD | -20.1% | +4.4% | -24.5% | -22.7% |
| 1Y | -11.0% | -2.7% | -8.3% | -12.2% |
| 3Y | -11.8% | +254.6% | -266.4% | -44.5% |
| 5Y | -20.6% | +124.8% | -145.4% | -42.7% |
| All | -20.6% | +118.7% | -139.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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