-22.1%
BA vs SPOT
+110.1%
-132.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | -7.9% | +17.6% | -25.5% | -11.7% |
| 3M | -25.3% | +26.9% | -52.3% | -30.0% |
| 6M | -24.6% | +41.8% | -66.4% | -31.9% |
| YTD | -20.1% | +3.8% | -24.0% | -22.6% |
| 1Y | -11.8% | -2.5% | -9.3% | -13.0% |
| 3Y | -10.1% | +260.6% | -270.7% | -43.8% |
| All | -22.1% | +110.1% | -132.2% | -41.6% |
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