+1,603.3%
BA vs SPY
+2,945.2%
-1,341.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +2.0% |
| 7D | -0.1% | -4.7% | +4.6% | +4.9% |
| 30D | -9.1% | -5.9% | -3.2% | -3.4% |
| 3M | -28.2% | -4.5% | -23.6% | -24.8% |
| 6M | -23.1% | +1.8% | -24.9% | -24.5% |
| YTD | -20.6% | +8.3% | -28.9% | -26.8% |
| 1Y | -12.7% | +9.3% | -22.1% | -20.4% |
| 3Y | -11.6% | +74.9% | -86.4% | -50.3% |
| 5Y | -23.1% | +67.3% | -90.4% | -54.2% |
| 10Y | +34.4% | +311.6% | -277.2% | -63.0% |
| All | +1,603.3% | +2,945.2% | -1,341.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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