-45.6%
BA vs SPOT
+270.3%
-315.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | -0.1% | +10.3% | -10.3% | -2.3% |
| 30D | -9.1% | +25.9% | -35.0% | -14.0% |
| 3M | -28.2% | +27.4% | -55.6% | -32.4% |
| 6M | -23.1% | +46.5% | -69.6% | -30.5% |
| YTD | -20.6% | +5.8% | -26.4% | -23.4% |
| 1Y | -12.7% | -0.9% | -11.8% | -14.5% |
| 3Y | -11.6% | +261.5% | -273.0% | -39.7% |
| 5Y | -23.1% | +112.6% | -135.7% | -45.3% |
| All | -45.6% | +270.3% | -315.9% | -70.8% |
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