+1,995.8%
BA vs SPY
+3,091.8%
-1,096.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | -11.6% | +0.1% | -11.7% | -11.7% |
| 3M | -2.4% | +2.0% | -4.4% | -4.2% |
| 6M | -6.6% | +13.0% | -19.6% | -17.4% |
| YTD | -2.2% | +13.5% | -15.8% | -14.1% |
| 1Y | -8.0% | +20.0% | -28.0% | -23.6% |
| 3Y | -5.0% | +77.2% | -82.2% | -47.3% |
| 5Y | -2.7% | +81.9% | -84.6% | -46.7% |
| 10Y | +75.9% | +314.1% | -238.2% | -52.0% |
| All | +1,995.8% | +3,091.8% | -1,096.0% | +10.6% |
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