-19.1%
BA vs USAR
-19.4%
+0.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | -7.1% | -20.9% | +13.8% | -6.7% |
| 3M | -25.5% | -56.2% | +30.6% | -24.2% |
| 6M | -28.7% | -67.9% | +39.2% | -27.2% |
| YTD | -21.0% | -31.4% | +10.4% | -20.0% |
| 1Y | -11.9% | -45.1% | +33.2% | -10.8% |
| 3Y | -16.2% | -20.3% | +4.2% | -18.2% |
| All | -19.1% | -19.4% | +0.3% | -23.6% |
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