+37.5%
BAI vs SPY
+29.5%
+8.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.5% |
| 7D | -13.8% | -2.7% | -11.1% | -8.7% |
| 30D | -31.4% | -5.4% | -26.0% | -23.2% |
| 3M | -22.9% | -4.1% | -18.8% | -15.7% |
| 6M | -26.6% | +0.7% | -27.3% | -25.0% |
| YTD | +1.7% | +8.7% | -7.0% | -7.3% |
| 1Y | -2.0% | +10.9% | -12.8% | -13.0% |
| All | +37.5% | +29.5% | +8.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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