-12.3%
BA vs XYZ
+24.9%
-37.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | -0.6% | -2.1% | +1.6% | -0.2% |
| 30D | -8.0% | +7.0% | -15.0% | -9.4% |
| 3M | -25.8% | +5.1% | -30.9% | -26.7% |
| 6M | -27.6% | +14.1% | -41.6% | -29.4% |
| YTD | -21.0% | +26.4% | -47.4% | -24.3% |
| 1Y | -12.3% | +25.1% | -37.3% | -15.9% |
| All | -12.3% | +24.9% | -37.2% | -15.9% |
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