-10.1%
BA vs USAR
-19.7%
+9.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | +0.3% |
| 7D | +1.1% | -14.5% | +15.6% | +1.4% |
| 30D | -7.9% | -37.8% | +29.9% | -7.0% |
| 3M | -25.3% | -52.8% | +27.4% | -24.1% |
| 6M | -24.6% | -71.2% | +46.7% | -22.9% |
| YTD | -20.1% | -30.9% | +10.7% | -19.1% |
| 1Y | -11.8% | -48.0% | +36.3% | -10.7% |
| 3Y | -10.1% | -19.7% | +9.6% | -7.4% |
| All | -10.1% | -19.7% | +9.6% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 3y: compounded portfolio wealth divided by compounded USAR 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…
3y analysis · Full analysis span regression · 6 months rolling