-1.8%
BA vs XYZ
+47.2%
-49.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +1.2% | -1.0% | +2.1% | +1.3% |
| 30D | -11.6% | -1.7% | -9.9% | -11.4% |
| 3M | -2.4% | +16.7% | -19.1% | -5.5% |
| 6M | -6.6% | +26.9% | -33.5% | -11.2% |
| YTD | -2.2% | +27.1% | -29.4% | -7.5% |
| 1Y | -8.0% | +9.3% | -17.3% | -10.5% |
| All | -1.8% | +47.2% | -49.0% | -18.8% |
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