-16.1%
BA vs SPYM
+79.2%
-95.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -0.6% | +3.3% | -3.8% | -4.0% |
| 30D | -8.0% | -2.6% | -5.4% | -5.5% |
| 3M | -25.8% | -1.7% | -24.1% | -24.6% |
| 6M | -27.6% | +3.1% | -30.7% | -30.1% |
| YTD | -21.0% | +12.0% | -33.0% | -30.3% |
| 1Y | -12.3% | +12.1% | -24.3% | -22.7% |
| All | -16.1% | +79.2% | -95.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling