+31.8%
BA vs STM
+398.5%
-366.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.0% |
| 7D | +1.1% | -10.7% | +11.8% | +4.7% |
| 30D | -7.9% | -25.7% | +17.8% | +1.1% |
| 3M | -25.3% | -21.6% | -3.8% | -20.2% |
| 6M | -24.6% | -27.8% | +3.2% | -20.7% |
| YTD | -20.1% | +61.8% | -81.9% | -40.6% |
| 1Y | -11.8% | +78.1% | -89.9% | -37.1% |
| 3Y | -10.1% | +4.9% | -15.0% | -26.8% |
| 5Y | -22.7% | -14.3% | -8.5% | -34.1% |
| All | +31.8% | +398.5% | -366.7% | -32.5% |
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