-18.6%
BA vs USAR
-13.4%
-5.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -0.7% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | -9.5% | -30.3% | +20.8% | -8.8% |
| 3M | -26.5% | -54.7% | +28.2% | -25.2% |
| 6M | -27.4% | -67.5% | +40.1% | -25.9% |
| YTD | -20.6% | -26.4% | +5.8% | -19.7% |
| 1Y | -11.4% | -49.5% | +38.1% | -10.5% |
| 3Y | -10.8% | -14.5% | +3.6% | -13.2% |
| All | -18.6% | -13.4% | -5.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling