+345.2%
BA vs SPYM
+829.4%
-484.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | 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% | -4.5% |
| 6M | -6.6% | +13.1% | -19.7% | -18.4% |
| YTD | -2.2% | +13.6% | -15.9% | -15.2% |
| 1Y | -8.0% | +20.1% | -28.1% | -25.0% |
| 3Y | -5.0% | +77.6% | -82.5% | -50.3% |
| 5Y | -2.7% | +82.5% | -85.3% | -50.1% |
| 10Y | +75.9% | +317.6% | -241.7% | -57.8% |
| All | +345.2% | +829.4% | -484.2% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling