+73.5%
BA vs STM
+682.1%
-608.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.1% |
| 7D | +1.2% | +5.8% | -4.6% | -0.9% |
| 30D | -11.6% | -1.0% | -10.6% | -11.6% |
| 3M | -2.4% | -33.3% | +30.9% | +9.9% |
| 6M | -6.6% | +57.4% | -64.0% | -26.8% |
| YTD | -2.2% | +102.2% | -104.4% | -31.5% |
| 1Y | -8.0% | +99.6% | -107.6% | -36.0% |
| 3Y | -5.0% | +14.5% | -19.5% | -22.6% |
| 5Y | -2.7% | +21.4% | -24.1% | -26.6% |
| All | +73.5% | +682.1% | -608.6% | -21.8% |
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