+0.2%
BA vs USAR
+74.0%
-73.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.2% | -2.1% | +3.3% | +1.2% |
| 30D | -11.6% | +2.6% | -14.3% | -11.7% |
| 3M | -2.4% | -35.0% | +32.6% | -1.8% |
| 6M | -6.6% | -6.9% | +0.2% | -6.8% |
| YTD | -2.2% | +48.0% | -50.2% | -2.6% |
| 1Y | -8.0% | +24.8% | -32.8% | -8.2% |
| 3Y | -5.0% | +73.2% | -78.2% | -9.7% |
| All | +0.2% | +74.0% | -73.8% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling