+263.7%
BA vs SPYM
+789.7%
-525.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | +1.1% | -2.7% | +3.8% | +4.1% |
| 30D | -7.9% | -5.4% | -2.6% | -2.3% |
| 3M | -25.3% | -4.1% | -21.3% | -21.9% |
| 6M | -24.6% | +0.8% | -25.4% | -25.3% |
| YTD | -20.1% | +8.8% | -28.9% | -27.4% |
| 1Y | -11.8% | +11.0% | -22.7% | -21.6% |
| 3Y | -10.1% | +75.5% | -85.6% | -52.5% |
| 5Y | -22.7% | +68.4% | -91.2% | -56.7% |
| 10Y | +35.1% | +316.1% | -281.0% | -67.3% |
| All | +263.7% | +789.7% | -525.9% | -57.0% |
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