+23.4%
BA vs STM
+467.4%
-444.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -0.6% | +16.3% | -16.8% | -5.9% |
| 30D | -8.0% | -6.3% | -1.7% | -7.1% |
| 3M | -25.8% | -14.1% | -11.7% | -23.2% |
| 6M | -27.6% | -19.6% | -8.0% | -26.8% |
| YTD | -21.0% | +80.1% | -101.1% | -43.6% |
| 1Y | -12.3% | +95.4% | -107.6% | -39.5% |
| 3Y | -12.8% | +14.7% | -27.5% | -31.1% |
| 5Y | -22.4% | -5.4% | -17.0% | -36.1% |
| All | +23.4% | +467.4% | -444.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling