-22.1%
BA vs STM
-15.6%
-6.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.6% |
| 7D | +1.1% | -10.7% | +11.8% | +3.8% |
| 30D | -7.9% | -25.7% | +17.8% | -1.2% |
| 3M | -25.3% | -21.6% | -3.8% | -21.4% |
| 6M | -24.6% | -27.8% | +3.2% | -21.8% |
| YTD | -20.1% | +61.8% | -81.9% | -37.5% |
| 1Y | -11.8% | +78.1% | -89.9% | -33.3% |
| 3Y | -10.1% | +4.9% | -15.0% | -24.8% |
| All | -22.1% | -15.6% | -6.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling