+28.8%
BA vs XYZ
+690.7%
-661.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.6% |
| 7D | -1.7% | +14.9% | -16.6% | -5.6% |
| 30D | -9.5% | +14.7% | -24.1% | -13.1% |
| 3M | -26.5% | +12.1% | -38.6% | -29.1% |
| 6M | -27.4% | +18.3% | -45.7% | -31.2% |
| YTD | -20.6% | +36.1% | -56.7% | -28.5% |
| 1Y | -11.4% | +35.3% | -46.7% | -20.5% |
| 3Y | -10.8% | +73.5% | -84.3% | -30.3% |
| 5Y | -21.9% | -61.6% | +39.7% | -14.8% |
| 10Y | +28.1% | +638.0% | -609.9% | -33.4% |
| All | +28.8% | +690.7% | -661.9% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling