-8.0%
BA vs Z
-58.8%
+50.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | +1.2% | -3.0% | +4.2% | +1.4% |
| 30D | -11.6% | -4.2% | -7.4% | -11.3% |
| 3M | -2.4% | -3.7% | +1.3% | -2.3% |
| 6M | -6.6% | -24.5% | +17.9% | -5.3% |
| YTD | -2.2% | -49.3% | +47.1% | -0.5% |
| 1Y | -8.0% | -58.7% | +50.7% | -6.0% |
| All | -8.0% | -58.8% | +50.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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