-11.9%
BA vs STM
+94.3%
-106.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.1% | +12.0% | -13.1% | -2.3% |
| 30D | -7.1% | -0.4% | -6.8% | -7.3% |
| 3M | -25.5% | -13.2% | -12.4% | -24.6% |
| 6M | -28.7% | -26.1% | -2.7% | -27.9% |
| YTD | -21.0% | +81.2% | -102.2% | -37.0% |
| 1Y | -11.9% | +98.3% | -110.2% | -32.5% |
| All | -11.9% | +94.3% | -106.2% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling