+1,147.6%
BA vs STM
+1,986.1%
-838.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.1% | +8.2% | +3.7% |
| 7D | +5.9% | -6.0% | +11.9% | +7.5% |
| 30D | -8.2% | -20.9% | +12.8% | -3.0% |
| 3M | -25.4% | -15.8% | -9.6% | -22.9% |
| 6M | -20.0% | -17.0% | -3.0% | -19.3% |
| YTD | -18.5% | +76.8% | -95.3% | -33.9% |
| 1Y | -10.6% | +96.5% | -107.1% | -29.7% |
| 3Y | -9.3% | +14.0% | -23.2% | -21.2% |
| 5Y | -16.9% | -5.8% | -11.1% | -25.4% |
| 10Y | +37.9% | +461.9% | -424.0% | -22.1% |
| All | +1,147.6% | +1,986.1% | -838.6% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling