-10.1%
BA vs XYZ
+73.8%
-83.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +1.1% | +12.1% | -11.1% | -1.4% |
| 30D | -7.9% | +12.4% | -20.3% | -10.3% |
| 3M | -25.3% | +8.2% | -33.5% | -26.7% |
| 6M | -24.6% | +20.7% | -45.3% | -27.7% |
| YTD | -20.1% | +31.3% | -51.5% | -25.0% |
| 1Y | -11.8% | +20.5% | -32.3% | -15.9% |
| 3Y | -10.1% | +72.6% | -82.7% | -19.4% |
| All | -10.1% | +73.8% | -83.9% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling