-18.6%
BA vs USAR
-26.7%
+8.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.5% | +7.0% | -2.3% |
| 7D | -0.1% | -29.5% | +29.4% | +0.6% |
| 30D | -9.1% | -46.0% | +36.9% | -7.9% |
| 3M | -28.2% | -56.8% | +28.6% | -26.9% |
| 6M | -23.1% | -72.9% | +49.8% | -21.2% |
| YTD | -20.6% | -37.6% | +17.1% | -19.3% |
| 1Y | -12.7% | -56.0% | +43.3% | -11.5% |
| 3Y | -11.6% | -27.5% | +16.0% | -13.6% |
| All | -18.6% | -26.7% | +8.1% | -23.0% |
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