-33.0%
BA vs SPOT
+227.0%
-260.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -11.6% | +12.5% | -24.1% | -14.1% |
| 3M | -2.4% | +9.9% | -12.3% | -4.9% |
| 6M | -6.6% | +1.6% | -8.2% | -8.1% |
| YTD | -2.2% | -6.6% | +4.3% | -2.7% |
| 1Y | -8.0% | -22.9% | +14.9% | -4.2% |
| 3Y | -5.0% | +244.3% | -249.3% | -34.7% |
| 5Y | -2.7% | +117.8% | -120.5% | -30.8% |
| All | -33.0% | +227.0% | -260.0% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling