-8.8%
BA vs XYZ
+6.7%
-15.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | +2.5% | +2.9% | -0.4% | +1.9% |
| 30D | -10.1% | +1.4% | -11.5% | -10.4% |
| 3M | -2.4% | +14.6% | -17.0% | -4.8% |
| 6M | -8.8% | +20.8% | -29.6% | -12.0% |
| YTD | -2.9% | +23.1% | -26.0% | -6.0% |
| 1Y | -8.8% | +5.6% | -14.4% | -5.4% |
| All | -8.8% | +6.7% | -15.5% | -5.4% |
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