-10.6%
BA vs XYZ
+19.9%
-30.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.3% | -13.2% | -0.6% |
| 7D | +5.9% | +16.5% | -10.6% | +2.9% |
| 30D | -8.2% | +15.0% | -23.1% | -10.6% |
| 3M | -25.4% | +3.5% | -28.9% | -26.1% |
| 6M | -20.0% | +21.9% | -41.9% | -22.9% |
| YTD | -18.5% | +34.6% | -53.1% | -22.4% |
| 1Y | -10.6% | +20.7% | -31.4% | -16.4% |
| All | -10.6% | +19.9% | -30.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling